On Bayesian robustness with the ε-contamination class of priors

Statistics and Probability Letters

Volumn 26, Issue 4, 1996, Pages 323-328

  Boratyńska, Agata ^a  

^a UNIVERSITY OF WARSAW   (Poland)

Author keywords

Bayesian robustness; Classes of priors; Total variation metric

Indexed keywords

EID: 0030099665     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00027-5     Document Type: Article

References (9)

1. Berger, J.O. (1984), The robust Bayesian viewpoint (with discussion), in: J. Kadane, ed., Robustness of Bayesian Analysis (North-Holland, Amsterdam) pp. 63-124.
2. Berger, J.O. (1985), Statistical Decision Theory and Bayesian Analysis (Springer, New York).
3. Berger, J.O. (1990), Robust Bayesian analysis: sensitivity to the prior, J. Statist. Plann. Inference 25, 303-328.
4. Fortini, S. and Ruggeri, F. (1990), Concentration function in a robust Bayesian framework, Quaderno IAMI 90.6 (CNR-IAMI, Milano).
5. Gelfand, A.E. and Dey, D.K. (1991), On Bayesian robustness of contaminated class of priors, Statist. Decisions 9, 63-80.
6. Rachev, S.T. (1991), Probability Metrics and the Stability of Stochastic Models (Wiley, Chichester).
7. Ruggeri, F. and Wasserman, L. (1993), Infinitesimal sensitivity of posterior distributions, Canad. J. Statist. 21(2), 195-203.
8. Sivaganesan, S. and Berger, J.O. (1989), Ranges of posterior measures for priors with unimodal contaminations, Ann. Statist. 17, 868-889.
9. Zolotarev, V.M. (1986), Contemporary Theory of Summation of Independent Random Variables (Nauka, Moscow) [in Russian].