Geodesic
Infinitesimal robustness in Bayesian statistical models
Mathematica Applicanda, Tome 23 (1994) no. 37, pp. 67-106.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

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.
DOI : 10.14708/ma.v23i37.1828
Classification : 62F15 (62F35)
Mots-clés : Bayesian inference, Robustness and adaptive procedures 
@article{10_14708_ma_v23i37_1828,
     author = {Agata Boraty\'nska},
     title = {Infinitesimal robustness in {Bayesian} statistical models},
     journal = {Mathematica Applicanda},
     pages = { 67--106},
     publisher = {mathdoc},
     volume = {23},
     number = {37},
     year = {1994},
     doi = {10.14708/ma.v23i37.1828},
     language = {pl},
     url = {http://geodesic.mathdoc.fr/articles/10.14708/ma.v23i37.1828/}
}
TY  - JOUR
AU  - Agata Boratyńska
TI  - Infinitesimal robustness in Bayesian statistical models
JO  - Mathematica Applicanda
PY  - 1994
SP  -  67
EP  - 106
VL  - 23
IS  - 37
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.14708/ma.v23i37.1828/
DO  - 10.14708/ma.v23i37.1828
LA  - pl
ID  - 10_14708_ma_v23i37_1828
ER  - 
%0 Journal Article
%A Agata Boratyńska
%T Infinitesimal robustness in Bayesian statistical models
%J Mathematica Applicanda
%D 1994
%P  67-106
%V 23
%N 37
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.14708/ma.v23i37.1828/
%R 10.14708/ma.v23i37.1828
%G pl
%F 10_14708_ma_v23i37_1828
Agata Boratyńska. Infinitesimal robustness in Bayesian statistical models. Mathematica Applicanda, Tome 23 (1994) no. 37, pp.  67-106. doi : 10.14708/ma.v23i37.1828. http://geodesic.mathdoc.fr/articles/10.14708/ma.v23i37.1828/

Cité par Sources :