Bayes, E-Bayes and robust Bayes prediction of a future observation under precautionary prediction loss functions with applications

DOI10.1016/J.APM.2016.02.040MaRDI QIDQ2293335zbMATH OpenOpenAlexFDO

Authors Ali Karimnezhad, Fahimeh Moradi

Publication date 5 February 2020

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2016.02.040

zbMATH Keywords

censored datafailure rateBayes predictionrobust Bayes predictionE-Bayes predictionprecautionary loss functions

Mathematics Subject Classification ID

Censored data models (62N01) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

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• Robust Bayesian analysis: sensitivity to the prior
• Robust Bayesian prediction and estimation under a squared log error loss function
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• The Bayesian Choice

Cited in

(20)

• Robust Bayesian estimator in a normal model with uncertain hierarchical priors
• Bayes and robust Bayes prediction with an application to a rainfall prediction problem
• Statistical inference of Type-I progressively censored step-stress accelerated life test with dependent competing risks
• Estimation and prediction for power Lindley distribution under progressively type II right censored samples
• E-Bayesian estimations of the reliability and its E-posterior risk under different loss functions
• Loss functions in restricted parameter spaces and their Bayesian applications
• Bayes, E-Bayes and robust Bayes premium estimation and prediction under the squared log error loss function
• E-Bayesian estimation and E-posterior risk of failure probability under different loss functions and its applications in reliability analysis
• Take a look at the hierarchical Bayesian estimation of parameters from several different angles
• Empirical E-Bayesian estimation for the parameter of Poisson distribution
• The E-Bayesian estimation and its E-MSE of Pareto distribution parameter under different loss functions
• E-Bayesian estimation and its E-MSE under the scaled squared error loss function, for exponential distribution as example
• Bayesian and robust Bayesian analysis in a general setting
• Robust Bayesian prediction under distortions of prior and conditional distributions
• Study on the effect of the different prior distributions on E-Bayesian estimation of failure probability and its E-posterior risk
• E-Bayesian estimations of parameter and its evaluation standard: E-MSE (expected mean square error) under different loss functions
• E-Bayesian estimation and its E-posterior risk of the exponential distribution parameter based on complete and type I censored samples
• E-Bayesian estimation of the exponentiated distribution family parameter under LINEX loss function
• Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function
• Bayes and robust Bayes prediction with an application to air temperature prediction

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