On robust Bayesian estimation under some asymmetric and bounded loss function

DOI10.1080/02331880802264318zbMath1278.62019MaRDI QIDQ3396486

Agnieszka Kamińska, Zdzislaw 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

zbMATH Keywords

decision theory; Bayes estimator; robust Bayesian estimation; class of priors; asymmetric bounded loss function

Mathematics Subject Classification ID

62F10: Point estimation

62C10: Bayesian problems; characterization of Bayes procedures

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Robust Bayesian prediction and estimation under a squared log error loss function, Optimal rules and robust Bayes estimation of a gamma scale parameter

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