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Bayesian local robustness under weighted squared-error loss function incorporating unimodal\-ity

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Publication:870323
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DOI10.1016/j.spl.2006.05.023zbMath1109.62021OpenAlexW2083906471MaRDI QIDQ870323

Ignacio J. Cabrera Ortega, Enrique Calderín Ojeda, Emilio Gómez-Déniz

Publication date: 12 March 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.05.023

zbMATH Keywords

unimodalitypremiumlocal robustness


Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)


Related Items

DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS



Cites Work

  • Unnamed Item
  • Ranges of posterior measures for priors with unimodal contaminations
  • On the consistency of Bayes estimates
  • Decision theoretic foundations of credibility theory
  • Joint sensitivity in Bayesian decision theory
  • Local sensitivity of posterior expectations
  • Subjective risk measures: Bayesian predictive scenarios analysis
  • Bayesian Forecasting for Accident Proneness Evaluation
  • Robust Bayesian analysis
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