Robust Bayesian Pitman closeness

DOI10.1007/s00184-015-0572-6zbMath1373.62079MaRDI QIDQ310045

Ahmad Parsian, Jafar Ahmadi, Elham Mirfarah

Publication date: 7 September 2016

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-015-0572-6

zbMATH Keywords

order statistics; quantile; \(\varGamma\)-minimax rules; Pitman measure of closeness; robust Bayes estimators

Mathematics Subject Classification ID

62F10: Point estimation

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

62F35: Robustness and adaptive procedures (parametric inference)

62C20: Minimax procedures in statistical decision theory

62G30: Order statistics; empirical distribution functions