Bayesian Statistics: An Introduction, 4th Edition

D.1 Robustness

Although the importance of robustness (or sensitivity analysis) was mentioned at the end of Section 2.3 on several normal means with a normal prior, not much attention has been devoted to this topic in the rest of the book. Some useful references are Berger (1985, Section 4.7), Box and Tiao (1992, Section 3.2 and passim.), Hartigan (1983, Chapter ), Kadane (1984) and O’Hagan and Forster (2004, Chapter ).