Asymptotics in Bayesian decision theory with applications to global robustness

DOI10.1016/j.jmva.2004.07.001zbMath1065.62004OpenAlexW2029609910MaRDI QIDQ558055

Christophe Abraham

Publication date: 30 June 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.07.001

zbMATH Keywords

Bayesian robustnessAsymptotic rate of convergenceClasses of loss functionsClasses of priorsMisspecified models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Regret minimization, willingness-to-accept-losses and framing, Bayesian likelihood robustness in linear models

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