A robust bayesian interpretation of likelihood regions

Citation
Wasserman, Larry, A robust bayesian interpretation of likelihood regions, Annals of statistics , 17(3), 1989, pp. 1387-1393
Journal title
ISSN journal
00905364
Volume
17
Issue
3
Year of publication
1989
Pages
1387 - 1393
Database
ACNP
SICI code
Abstract
Likelihood regions are shown to be robust in the sense that their posterior probability content is relatively insensitive to contaminations of the prior. This provides a Bayesian interpretation of regions that are commonly used by frequentists to construct confidence intervals and whose use are also advocated by the pure likelihood approach.