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An overview of robust Bayesian analysis

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Author Info

  • James Berger
  • Elías Moreno
  • Luis Pericchi
  • M. Bayarri
  • José Bernardo
  • Juan Cano
  • Julián Horra
  • Jacinto Martín
  • David Ríos-Insúa
  • Bruno Betrò
  • A. Dasgupta
  • Paul Gustafson
  • Larry Wasserman
  • Joseph Kadane
  • Cid Srinivasan
  • Michael Lavine
  • Anthony O’Hagan
  • Wolfgang Polasek
  • Christian Robert
  • Constantinos Goutis
  • Fabrizio Ruggeri
  • Gabriella Salinetti
  • Siva Sivaganesan

Abstract

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Bibliographic Info

Article provided by Springer in its journal Test.

Volume (Year): 3 (1994)
Issue (Month): 1 (June)
Pages: 5-124

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Handle: RePEc:spr:testjl:v:3:y:1994:i:1:p:5-124

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Web page: http://www.springerlink.com/link.asp?id=120411

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References

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  1. Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1993. "Marginal equivalence in v-spherical models," Discussion Paper 1993-74, Tilburg University, Center for Economic Research.
  2. Meczarski, Marek & Zielinski, Ryszard, 1991. "Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma prior," Statistics & Probability Letters, Elsevier, vol. 12(4), pages 329-333, October.
  3. Sivaganesan, Siva & Berliner, L. Mark & Berger, James, 1993. "Optimal robust credible sets for contaminated priors," Statistics & Probability Letters, Elsevier, vol. 18(5), pages 383-388, December.
  4. Osiewalski, Jacek & Steel, Mark F. J., 1993. "Robust bayesian inference in elliptical regression models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 345-363.
  5. Berliner, L. Mark & MacEachern, Steven N., 1993. "Examples of inconsistent Bayes procedures based on observations on dynamical systems," Statistics & Probability Letters, Elsevier, vol. 17(5), pages 355-360, August.
  6. Chib, S. & Osiewalski, J. & Steel, M., 1990. "Posterior Inference On The Degrees Of Freedom Parameter In Multivariate-T Regression Models," Papers 9043, Tilburg - Center for Economic Research.
  7. DasGupta A. & Studden W. J., 1989. "Frequentist Behavior Of Robust Bayes Estimates Of Normal Means," Statistics & Risk Modeling, De Gruyter, vol. 7(4), pages 333-362, April.
  8. Sivaganesan S., 1989. "Sensitivity Of Posterior Mean To Unimodality Preserving Contaminations," Statistics & Risk Modeling, De Gruyter, vol. 7(1-2), pages 77-94, February.
  9. repec:wop:ubisop:0097 is not listed on IDEAS
  10. S. Sivaganesan, 1993. "Range of the posterior probability of an interval for priors with unimodality preserving contaminations," Annals of the Institute of Statistical Mathematics, Springer, vol. 45(1), pages 187-199, March.
  11. Eichenauer-Herrmann Jürgen & Ickstadt Katja, 1993. "A saddle point characterization for classes of priors with shape-restricted densities," Statistics & Risk Modeling, De Gruyter, vol. 11(2), pages 175-180, February.
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