A Unified Approach to Prior and Loss Robustness

DOI10.1080/03610920500439976zbMath1084.62024OpenAlexW2030799513MaRDI QIDQ5201492

Athanasios C. Micheas

Publication date: 19 April 2006

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500439976

zbMATH Keywords

Hellinger lossposterior expected losslinex lossloss robustnesscontinuous exponential family

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Parametric inference (62F99)

Related Items (4)

Preliminary test and Bayes Estimation of a Location Parameter Under Blinex Loss ⋮ Estimation in the complementary exponential geometric distribution based on progressive type-II censored data ⋮ Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness ⋮ On the Construction of Preliminary Test Estimator Based on Record Values for the Burr XII Model

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• An overview of robust Bayesian analysis. (With discussion)
• On Measuring Loss Robustness Using Maximum A Posteriori Estimate
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• PLU Robust Bayesian Decision Theory: Point Estimation
• Ranges of Posterior Expected Losses and ε-Robust Actions
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