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An overview of robust Bayesian analysis

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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.

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Carnegie Mellon University

The research of Professor Kadane was supported in part by the following grants; ONR: N0004-89-J-1851, NSF: SES-9123370, DMS-9005858 and DMS-9302557. Professor Srinivasan was supported in part by NSF grants ATM-9108177 and DMS-9204380.

Duke University

CNR-IAMI and Duke University

Read before the Spanish Statistical Society at a meeting organized by the Universidad Autónoma de Madrid on Friday, November 19, 1993

Research supported by the National Science Foundation, Grants DMS-8923071 and DMS 93-03556.

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Berger, J.O., Moreno, E., Pericchi, L.R. et al. An overview of robust Bayesian analysis. Test 3, 5–124 (1994). https://doi.org/10.1007/BF02562676

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