Joint sensitivity in bayesian decision theory
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DOI: 10.1007/BF02595818
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- 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.
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- Perez, C.J. & Martin, J. & Rufo, M.J., 2006. "MCMC-based local parametric sensitivity estimations," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 823-835, November.
- 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.
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More about this item
Keywords
Statistical decision theory; decision analysis; sensitivity analysis; class of utilities; class of priors; frèchet derivative; dominance; 62F15; 62C10;All these keywords.
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Statistics
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