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An overview of robust Bayesian analysis

Author

Listed:
  • 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

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

    as
    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. Sivaganesan S., 1989. "Sensitivity Of Posterior Mean To Unimodality Preserving Contaminations," Statistics & Risk Modeling, De Gruyter, vol. 7(1-2), pages 77-94, February.
    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. 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.
    6. 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.
    7. Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993. "Marginal Equivalence in V-Spherical Models," Papers 9374, Tilburg - Center for Economic Research.
    8. 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.
    9. 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.
    10. repec:wop:ubisop:0097 is not listed on IDEAS
    11. 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.
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