Bayesian local robustness under weighted squared-error loss function incorporating unimodality

In this paper, Bayesian local robustness of posterior quantities built under weighted squared-error loss functions is treated. Local perturbations of prior distribution study of these posterior quantities is also studied including as a novelty in the literature the incorporation of the unimodality setting.

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Year of publication:	2007
Authors:	Ojeda, Enrique Calderín ; Déniz, Emilio Gómez ; Cabrera Ortega, Ignacio J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 1, p. 69-74
Publisher:	Elsevier
Subject:	Local robustness Unimodality Premium

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138145