Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function

DOI10.1080/03610920701855038MaRDI QIDQ3526074zbMATH OpenOpenAlexFDO

Authors Mohammad Jafari Jozani, Ahmad Parsian

Publication date 24 September 2008

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

Full work available at URL https://doi.org/10.1080/03610920701855038

zbMATH Keywords

Bayes estimatorclass of priorsentropy loss functionposterior regret \(\Gamma \)-minimaxrobust Bayesian estimation

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Point estimation (62F10) Bayesian inference (62F15)

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Cites work

• An overview of robust Bayesian analysis. (With discussion)
• Bayesian estimation and prediction for some life distributions based on record values
• Conditional ¡-minimax actions under convex losses
• Estimation and Prediction in a Two-Parameter Exponential Distribution Based on k-Record Values under LINEX Loss Function
• Estimation of scale parameter under entropy loss function
• scientific article; zbMATH DE number 1862734 (Why is no real title available?)
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Linear prediction of record values for the two parameter exponential distribution
• Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function
• Prediction intervals for the future record values from exponential distribution: comparative study
• Risk behavior of variance estimators in multivariate normal distribution
• Simultaneous estimation of parameters under entropy loss
• The future occurrence of records

Cited in

(18)

• Allelic frequency estimation in presence of uncertain priors
• Bayes, E-Bayes and robust Bayes prediction of a future observation under precautionary prediction loss functions with applications
• 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
• Robust Bayes estimation
• Robust Bayesian Pitman closeness
• Bayesian parameter learning with an application
• Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions
• Bayes and robust Bayes prediction with an application to a rainfall prediction problem
• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• Minimax posterior regret actions for exponential families of distributions and weighted squared error loss
• scientific article; zbMATH DE number 845890 (Why is no real title available?)
• A Unified Theory for Robust Bayesian Prediction Under a General Class of Regret Loss Functions
• Prediction of finite population parameters using parametric model under some loss functions
• Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population
• On Bayes predictor of times to failure of type-II progressively censored sample
• Bayesian and robust Bayesian analysis in a general setting
• Robust Bayesian prediction and estimation under a squared log error loss function

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