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Bayesian local robustness under weighted squared-error loss function incorporating unimodality

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

Abstract

In this paper, Bayesian local robustness of posterior quantities built under weighted squared-error loss functions is treated. Local perturbations of prior distribution study of these posterior quantities is also studied including as a novelty in the literature the incorporation of the unimodality setting.

Suggested Citation

  • Ojeda, Enrique Calderín & Déniz, Emilio Gómez & Cabrera Ortega, Ignacio J., 2007. "Bayesian local robustness under weighted squared-error loss function incorporating unimodality," Statistics & Probability Letters, Elsevier, vol. 77(1), pages 69-74, January.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:1:p:69-74
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    References listed on IDEAS

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