scientific article; zbMATH DE number 1136510

zbMATH Open0922.62014MaRDI QIDQ4381669FDOQ4381669

Authors: Kuo-Ren Lou, Sudip Bose, Dipak K. Dey 

Publication date: 18 May 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

robustnessloss functionsposterior expected lossLINEX loss functionscontinuous exponential family

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Cited In (25)

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• A note on the choice between two loss functions in Bayesian analysis
• Robust Bayesian estimation with asymmetric loss function
• On Bayesian learning via loss functions
• Simultaneously least favorable experiments
• On Measuring Loss Robustness Using Maximum A Posteriori Estimate
• On robust Bayesian estimation under some asymmetric and bounded loss function
• Bayesian local robustness under weighted squared-error loss function incorporating unimodal\-ity
• Some thoughts about the design of loss functions
• Global robustness with respect to the loss function and the prior
• Asymptotic global robustness in Bayesian decision theory
• On a new class of multivariate prior distributions: theory and application in reliability
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• Loss robustness via Fisher-weighted squared-error loss function
• A Unified Approach to Prior and Loss Robustness
• Bayes pre-test estimation for the change point of the changing one parameter exponential family
• Issues in Bayesian loss robustness
• Bayesian robustness of the quantile loss in statistical decision theory
• Median loss decision theory
• A Tunable Loss Function for Robust Classification: Calibration, Landscape, and Generalization
• \({\mathcal{L}}_p\) loss functions: a robust Bayesian approach

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