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

Enrique Calderín Ojeda, Emilio Gómez Déniz and Ignacio J. Cabrera Ortega

Statistics & Probability Letters, 2007, vol. 77, issue 1, 69-74

Abstract: 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.

Keywords: Local; robustness; Unimodality; Premium (search for similar items in EconPapers)
Date: 2007
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