Sensitivity analysis in statistical decision theory: A decision analytic view

DOI10.1080/00949659708811808zbMath0873.62008OpenAlexW2057208120MaRDI QIDQ4347049

Simon French, David Ríos Insua, Jacinto Martín, Abdellah Salhi, L. G. Proll

Publication date: 5 August 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811808

zbMATH Keywords

sensitivity analysisperturbationsutility functionprior distributionclasses of priorsclasses of utilitiesimprecision in judgements

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Statistical decision theory (62C99)

Related Items (2)

Joint sensitivity in Bayesian decision theory ⋮ Improving an optimization-based framework for sensitivity analysis in multi-criteria decision-making

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• On the consistency of Bayes estimates
• A framework for sensitivity analysis in discrete multi-objective decision-making
• Sensitivity analysis in multiobjective decision making
• Mathematical programming and the sensitivity of multi-criteria decisions
• Robustness issues under imprecise beliefs and preferences
• An overview of robust Bayesian analysis. (With discussion)
• Infinitesimal sensitivity of posterior distributions

This page was built for publication: Sensitivity analysis in statistical decision theory: A decision analytic view