Methods for Global Prior Robustness under Generalized Moment Conditions

DOI10.1007/978-1-4612-1306-2_15zbMath1281.62064OpenAlexW146609368MaRDI QIDQ5747432

Alessandra Guglielmi, Bruno Betrò

Publication date: 14 February 2014

Published in: Robust Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4612-1306-2_15

zbMATH Keywords

algorithmsrobustness analysislinear semi-infinite programmingBayesian inferencemoment theory

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic programming (90C15)

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