Optimally robust credible sets with a class of priors

DOI10.1016/j.jspi.2010.03.015zbMath1191.62039OpenAlexW2021912391MaRDI QIDQ984652

Sudip Bose

Publication date: 20 July 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.03.015

zbMATH Keywords

maximum likelihoodBayesian robustness\(\varepsilon \)-contaminated classdensity bounded classdensity-ratio classminimum likelihood

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Robustness in Bayesian nonparametrics

Cites Work

• Unnamed Item
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Bayesian inference using intervals of measures
• Diameter and volume minimizing confidence sets in Bayes and classical problems
• Optimal robust credible sets for contaminated priors
• Optimal robust credible sets for density-bounded priors
• Robust Bayesian analysis: sensitivity to the prior
• A robust Bayesian interpretation of likelihood regions
• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces

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