Median loss decision theory

DOI10.1016/J.JSPI.2010.08.013zbMath1206.62008OpenAlexW2000517602MaRDI QIDQ607165

Chi Wai Yu, Bertrand S. Clarke

Publication date: 19 November 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.08.013

zbMATH Keywords

posteriordecision theoryasymptoticsloss function

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Statistical decision theory (62C99)

Related Items (2)

Bayesian robustness of the quantile loss in statistical decision theory ⋮ Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations

Cites Work

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• A class of nonlinear admissible estimators in the one-parameter exponential family
• Universal Bayes estimators
• A subclass of Bayes linear estimators that are minimax
• Risk, Ambiguity, and the Savage Axioms
• Quantile Maximization in Decision Theory*
• LINEAR MINIMAX ESTIMATORS FOR ESTIMATING A FUNCTION OF THE PARAMETER
• A More Robust Definition of Subjective Probability
• Minimaxity in Estimation of Restricted Parameters
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine

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