On robust Bayesian estimation under some asymmetric and bounded loss function
From MaRDI portal
Publication:3396486
Recommendations
- Robust Bayesian estimation with asymmetric loss function
- Robust Bayesian estimation in a normal model with asymmetric loss function
- The equivalence of Bayes and robust Bayes estimators for various loss functions
- scientific article; zbMATH DE number 1136510
- BLINEX: A BOUNDED ASYMMETRIC LOSS FUNCTION WITH APPLICATION TO BAYESIAN ESTIMATION
Cites work
- ADMISSIBILITY OF BAYES ESTIMATES UNDER BLINEX LOSS FOR THE NORMAL MEAN PROBLEM
- An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.
- BLINEX: A BOUNDED ASYMMETRIC LOSS FUNCTION WITH APPLICATION TO BAYESIAN ESTIMATION
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- Conditional ¡-minimax actions under convex losses
- On the asymptotic representation of the Euler gamma function by Ramanujan
- Ranges of posterior measures for priors with unimodal contaminations
- Robust Bayesian estimation with asymmetric loss function
- Statistical decision theory and Bayesian analysis. 2nd ed
- The reflected normal loss function
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
- Some aspects of Bayesian loss-robustness
- Robust Bayesian prediction and estimation under a squared log error loss function
- Bayesian estimation under Kullback-Leibler divergence measure based on exponential data
- 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
- Robust Bayes estimation
- 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 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
- Bayesian and robust Bayesian analysis under a general class of balanced loss functions
- Monitoring of mean for asymmetric distributions.
- Ranges of posterior expected losses and \(\epsilon\)-robust actions
- 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
- scientific article; zbMATH DE number 1550759 (Why is no real title available?)
- 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
- The equivalence of Bayes and robust Bayes estimators for various loss functions
- On bounds for ratios of posterior expectations under asymmetric 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
This page was built for publication: On robust Bayesian estimation under some asymmetric and bounded loss function
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3396486)
