Asymptotic Bayes risks for a general class of losses

DOI10.1016/S0167-7152(97)00004-7zbMATH Open0944.62008MaRDI QIDQ1373980FDOQ1373980

Authors: Judith Rousseau 

Publication date: 26 November 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

Bayes estimatorloss functioncompactposterior meannon-compact

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

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• Intrinsic losses
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• Estimation of the non-centrality parameter of a chi squared distribution
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Cited In (7)

• Title not available (Why is that?)
• On the asymptotic properties of Bayes-type estimators with general loss functions
• Asymptotic limit of the Bayes actions set derived from a class of loss functions
• Local asymptotic minimax risk bounds for asymmetric loss functions
• A generic framework for stochastic loss-given-default
• Bayesian premium and asymptotic approximation for a class of loss functions
• Title not available (Why is that?)

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