Asymptotic Global Robustness in Bayesian Decision Theory
In Bayesian decision theory, it is known that robustness with respect to the loss and the prior can be improved by adding new observations. In this article we study the rate of robustness improvement with respect to the number of observations n. Three usual measures of posterior global robustness ar...
| Veröffentlicht in: | The Annals of Statistics. - Institute of Mathematical Statistics. - 32(2004), 4, Seite 1341-1366 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
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2004
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| Zugriff auf das übergeordnete Werk: | The Annals of Statistics |
| Schlagworte: | Bayesian Decision Theory Asymptotic Robustness Class of Loss Functions Behavioral sciences Mathematics Information science Physical sciences |
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