Bayesian robustness of the quantile loss in statistical decision theory
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Publication:380436
DOI10.1007/s13398-012-0070-xzbMath1418.62029OpenAlexW2065839288MaRDI QIDQ380436
Publication date: 14 November 2013
Published in: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13398-012-0070-x
Uses Software
Cites Work
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- Median loss decision theory
- An overview of robust Bayesian analysis. (With discussion)
- Quantile Maximization in Decision Theory*
- A More Robust Definition of Subjective Probability
- Bayesian Robustness of the Posterior Predictivep-Value
- Bayesian Robustness of the Positive False Discovery Rate