Optimal rules and robust Bayes estimation of a gamma scale parameter

DOI10.1007/S00184-012-0407-7zbMATH Open1307.62071OpenAlexW2018077927MaRDI QIDQ2392729FDOQ2392729

Authors: Leila Golparver, Ali Karimnezhad, Ahmad Parsian 

Publication date: 2 August 2013

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-012-0407-7

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zbMATH Keywords

admissible estimatorBayes estimatorminimax estimatorprecautionary loss functionrobust Bayes estimator

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Robustness and adaptive procedures (parametric inference) (62F35) Admissibility in statistical decision theory (62C15)

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Cited In (12)

• Inference on proportional hazard rate model parameter under type-I progressively hybrid censoring scheme
• Estimation of parameters of inverse Weibull distribution and application to multi-component stress-strength model
• Bayes, E-Bayes and robust Bayes prediction of a future observation under precautionary prediction loss functions with applications
• Bayesian estimation for scale parameter of inverse gamma distribution under MLinex loss function
• A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
• Robust Bayesian Pitman closeness
• Title not available (Why is that?)
• Γ-Minimax: A Paradigm for Conservative Robust Bayesians
• Bayesian and robust Bayesian analysis in a general setting
• Estimation of multiple gamma scale-parameters: bayes estimation subject to uniform domination
• Estimating moments of a selected Pareto population under asymmetric scale invariant loss function
• Bayesian shrinkage and minimax estimation of scale parameter of gamma distribution

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