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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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    1. repec:cup:astinb:v:10:y:1979:i:03:p:274-282_00 is not listed on IDEAS
    2. Siu, Tak Kuen & Yang, Hailiang, 1999. "Subjective risk measures: Bayesian predictive scenarios analysis," Insurance: Mathematics and Economics, Elsevier, vol. 25(2), pages 157-169, November.
    3. Jacinto Martín & David Insua & Fabrizio Ruggeri, 2003. "Joint sensitivity in bayesian decision theory," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(1), pages 173-194, June.
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