On robust Bayesian estimation under some asymmetric and bounded loss function

DOI10.1080/02331880802264318zbMATH Open1278.62019OpenAlexW2089742888MaRDI QIDQ3396486FDOQ3396486

Authors: Agnieszka Kamińska, Zdzisław Porosiński 

Publication date: 18 September 2009

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880802264318

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zbMATH Keywords

decision theoryBayes estimatorclass of priorsrobust Bayesian estimationasymmetric bounded loss function

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Statistical decision theory and Bayesian analysis. 2nd ed
• Ranges of posterior measures for priors with unimodal contaminations
• On the asymptotic representation of the Euler gamma function by Ramanujan
• Conditional ¡-minimax actions under convex losses
• Robust Bayesian estimation with asymmetric loss function
• An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.
• The reflected normal loss function
• BLINEX: A BOUNDED ASYMMETRIC LOSS FUNCTION WITH APPLICATION TO BAYESIAN ESTIMATION
• ADMISSIBILITY OF BAYES ESTIMATES UNDER BLINEX LOSS FOR THE NORMAL MEAN PROBLEM

Cited In (36)

• Robust Bayesian estimator in a normal model with uncertain hierarchical priors
• Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function
• Bayesian estimation under Kullback-Leibler divergence measure based on exponential data
• Some aspects of Bayesian loss-robustness
• Robust Bayesian prediction and estimation under a squared log error loss function
• Preliminary test and Bayes estimation of a location parameter under BLINEX loss
• Asymptotic results in robust quasi-Bayesian estimation
• Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
• Loss functions in restricted parameter spaces and their Bayesian applications
• Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function
• BLINEX: A BOUNDED ASYMMETRIC LOSS FUNCTION WITH APPLICATION TO BAYESIAN ESTIMATION
• Robust Bayes estimation
• Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population
• Robust Bayesian estimation with asymmetric loss function
• Focused estimation for noisy and small data sets: a Bayesian minimum expected loss estimator approach
• Observed Data Based Estimator and Both Observed Data and Prior Information Based Estimator Under Asymmetric Losses
• Ranges of posterior expected losses and \(\epsilon\)-robust actions
• Monitoring of mean for asymmetric distributions.
• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• Bayesian local robustness under weighted squared-error loss function incorporating unimodal\-ity
• Asymptotics in Bayesian decision theory with applications to global robustness
• Remembrance of Zdzisław Porosiński (1955--2016)
• Asymptotics of Bayesian median loss estimation
• Algorithms for Fitting Blinex Loss Parameters
• Title not available (Why is that?)
• Credibility premiums for natural exponential family and general 0-1 loss function
• A Unified Approach to Prior and Loss Robustness
• Robustness of Ferguson's Bayes estimator of a distribution function
• Robust Bayesian estimation in a normal model with asymmetric loss function
• Optimal rules and robust Bayes estimation of a gamma scale parameter
• Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function
• On bounds for ratios of posterior expectations under asymmetric loss functions
• The equivalence of Bayes and robust Bayes estimators for various loss functions
• Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
• Prediction of finite population parameters using parametric model under some loss functions
• \({\mathcal{L}}_p\) loss functions: a robust Bayesian approach

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