A Unified Approach to Prior and Loss Robustness

DOI10.1080/03610920500439976MaRDI QIDQ5201492zbMATH OpenOpenAlexFDO

Authors 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

continuous exponential familyHellinger losslinex lossloss robustnessposterior expected loss

Mathematics Subject Classification ID

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

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Cites work

• An overview of robust Bayesian analysis. (With discussion)
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
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• Issues in Bayesian loss robustness
• On Measuring Loss Robustness Using Maximum A Posteriori Estimate
• PLU Robust Bayesian Decision Theory: Point Estimation
• Prior and posterior predictive p-values in the one-sided location parameter testing problem
• Ranges of posterior expected losses and -robust actions
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(15)

• Some aspects of Bayesian loss-robustness
• Global robustness with respect to the loss function and the prior
• Loss robustness via Fisher-weighted squared-error loss function
• Estimation in the complementary exponential geometric distribution based on progressive type-II censored data
• Preliminary test and Bayes estimation of a location parameter under BLINEX loss
• On Measuring Loss Robustness Using Maximum A Posteriori Estimate
• scientific article; zbMATH DE number 1136510 (Why is no real title available?)
• scientific article; zbMATH DE number 850164 (Why is no real title available?)
• Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness
• “Toward a Unified Approach to Fitting Loss Models”, Stuart Klugman and Jacques Rioux, January 2006
• A Tunable Loss Function for Robust Classification: Calibration, Landscape, and Generalization
• On the construction of preliminary test estimator based on record values for the Burr XII model
• Asymptotics in Bayesian decision theory with applications to global robustness
• Ranges of posterior expected losses and -robust actions
• PremiUm-CNN: Propagating Uncertainty Towards Robust Convolutional Neural Networks

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