Infinitesimal robustness in Bayesian statistical models

• Autorzy: Agata Boratyńska
• Języki publikacji: EN

Abstrakty

EN

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.

PL

.

Słowa kluczowe

EN

Bayesian inference; Robustness and adaptive procedures

• Wydawca: Polish Mathematical Society
• Czasopismo: Mathematica Applicanda
• Rocznik: 1994
• Tom: 23
• Numer: 37

Daty

wydano

1994

online

2016-10-28

Twórcy

autor

Agata Boratyńska

Identyfikatory

DOI

10.14708/ma.v23i37.1828