Bayesian robustness of credible regions in the presence of nuisance parameters

DOI10.1080/03610929408831280zbMath0825.62112OpenAlexW2011298168MaRDI QIDQ4843754

Carmen Fernández, Julián de la Horra

Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831280

zbMATH Keywords

nuisance parameter\(\in\)-contamined priorshighest likelihood regionsrobustenss

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

An overview of robust Bayesian analysis. (With discussion), A simple diagnostic tool for local prior sensitivity

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