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An overview of robust Bayesian analysis


  • 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


No abstract is available for this item.

Suggested Citation

  • 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 &, 1994. "An overview of robust Bayesian analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 3(1), pages 5-124, June.
  • Handle: RePEc:spr:testjl:v:3:y:1994:i:1:p:5-124
    DOI: 10.1007/BF02562676

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    References listed on IDEAS

    1. 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.
    2. Chib, Siddharta & Osiewalski, Jacek & Steel, Mark F. J., 1991. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Economics Letters, Elsevier, vol. 37(4), pages 391-397, December.
    3. 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.
    4. 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.
    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. 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.
    7. 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;The Institute of Statistical Mathematics, vol. 45(1), pages 187-199, March.
    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. 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.
    10. Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993. "Marginal Equivalence in V-Spherical Models," Papers 9374, Tilburg - Center for Economic Research.
    11. repec:wop:ubisop:0097 is not listed on IDEAS
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