Infinitesimal robustness in Bayesian statistical models

Agata Boratyńska

Mathematica Applicanda (1994)

  • Volume: 23, Issue: 37
  • ISSN: 1730-2668

Abstract

top
The problem of measuring the Bayesian robustness is considered. An upper bound for the oscillation of a posterior functional in terms of the Kolmogorov distance between the prior distributions is given. The norm of the Frechet derivative as a measure of local sensitivity is presented. The problem of finding optimal statistical procedures is presented.

How to cite

top

Agata Boratyńska. "Infinitesimal robustness in Bayesian statistical models." Mathematica Applicanda 23.37 (1994): null. <http://eudml.org/doc/293493>.

@article{AgataBoratyńska1994,
abstract = {The problem of measuring the Bayesian robustness is considered. An upper bound for the oscillation of a posterior functional in terms of the Kolmogorov distance between the prior distributions is given. The norm of the Frechet derivative as a measure of local sensitivity is presented. The problem of finding optimal statistical procedures is presented.},
author = {Agata Boratyńska},
journal = {Mathematica Applicanda},
keywords = {Bayesian inference; Robustness and adaptive procedures},
language = {eng},
number = {37},
pages = {null},
title = {Infinitesimal robustness in Bayesian statistical models},
url = {http://eudml.org/doc/293493},
volume = {23},
year = {1994},
}

TY - JOUR
AU - Agata Boratyńska
TI - Infinitesimal robustness in Bayesian statistical models
JO - Mathematica Applicanda
PY - 1994
VL - 23
IS - 37
SP - null
AB - The problem of measuring the Bayesian robustness is considered. An upper bound for the oscillation of a posterior functional in terms of the Kolmogorov distance between the prior distributions is given. The norm of the Frechet derivative as a measure of local sensitivity is presented. The problem of finding optimal statistical procedures is presented.
LA - eng
KW - Bayesian inference; Robustness and adaptive procedures
UR - http://eudml.org/doc/293493
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.