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, Volume 3, Issue 1, pp 5–124 | Cite as

An overview of robust Bayesian analysis

  • James O. Berger
  • Elías Moreno
  • Luis Raul Pericchi
  • M. Jesús Bayarri
  • José M. Bernardo
  • Juan A. Cano
  • Julián De la Horra
  • Jacinto Martín
  • David Ríos-Insúa
  • Bruno Betrò
  • A. Dasgupta
  • Paul Gustafson
  • Larry Wasserman
  • Joseph B. Kadane
  • Cid Srinivasan
  • Michael Lavine
  • Anthony O’Hagan
  • Wolfgang Polasek
  • Christian P. Robert
  • Constantinos Goutis
  • Fabrizio Ruggeri
  • Gabriella Salinetti
  • Siva Sivaganesan
Article

Summary

Robust Bayesian analysis is the study of the sensitivity of Bayesian answers to uncertain inputs. This paper seeks to provide an overview of the subject, one that is accessible to statisticians outside the field. Recent developments in the area are also reviewed, though with very uneven emphasis.

Keywords

Prior Distribution Moment Problem Prior Density Posterior Expectation Mixture Class 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© SEIO 1994

Authors and Affiliations

  • James O. Berger
    • 1
  • Elías Moreno
    • 2
  • Luis Raul Pericchi
    • 3
  • M. Jesús Bayarri
    • 4
  • José M. Bernardo
    • 4
  • Juan A. Cano
    • 5
  • Julián De la Horra
    • 6
  • Jacinto Martín
    • 7
  • David Ríos-Insúa
    • 7
  • Bruno Betrò
    • 8
  • A. Dasgupta
    • 9
  • Paul Gustafson
  • Larry Wasserman
  • Joseph B. Kadane
  • Cid Srinivasan
  • Michael Lavine
  • Anthony O’Hagan
    • 10
  • Wolfgang Polasek
    • 11
  • Christian P. Robert
    • 12
  • Constantinos Goutis
    • 13
  • Fabrizio Ruggeri
  • Gabriella Salinetti
    • 14
  • Siva Sivaganesan
    • 15
  1. 1.Department of StatisticsPurdue UniversityWest LafayetteUSA
  2. 2.Universidad de GranadaGranadaSpain
  3. 3.Universidad Simon BolivarSpain
  4. 4.Universitat de ValènciaValènciaSpain
  5. 5.Universidad de MurciaMurciaSpain
  6. 6.Universidad Autónoma de MadridMadridSpain
  7. 7.Universidad Politécnica de MadridMadridSpain
  8. 8.CNR-IAMIMilano
  9. 9.Purdue UniversityUSA
  10. 10.University of NottinghamNottinghamUK
  11. 11.University of BaselBaselSwitzerland
  12. 12.Université de RouenRouenFrance
  13. 13.University CollegeLondon
  14. 14.Università di Roma “La Sapienza”RomaItaly
  15. 15.University of CincinnatiUSA

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