The equivalence of Bayes and robust Bayes estimators for various loss functions

DOI10.1007/s00362-008-0130-7zbMath1247.62006MaRDI QIDQ451376

Agnieszka Kamińska

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-008-0130-7

zbMATH Keywords

decision theory; Bayes estimation; class of priors; classes of loss functions; minimax rule

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 under a general linear-exponential posterior risk function and its application in finite population, Robust Bayesian prediction and estimation under a squared log error loss function

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