Robust Bayes Estimation

DOI10.1080/03610920903506553zbMath1215.62005MaRDI QIDQ3007841

Abdollah Bayati Eshkaftaki, Ahmad Parsian

Publication date: 17 June 2011

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

Full work available at URL: https://doi.org/10.1080/03610920903506553

Mathematics Subject Classification ID

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

62F35: Robustness and adaptive procedures (parametric inference)

62C20: Minimax procedures in statistical decision theory

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Cites Work

• Natural exponential families with quadratic variance functions: Statistical theory
• Statistical decision theory and Bayesian analysis. 2nd ed
• Bayesian inference for Pareto populations
• Stability of Bayesian inference in exponential families
• Robust Bayesian analysis: sensitivity to the prior
• Conditional ¡-minimax actions under convex losses
• Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function
• Robust Bayesian estimation with asymmetric loss function