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

DOI10.1007/S00362-008-0130-7zbMath1247.62006OpenAlexW2054347529MaRDI 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 theoryBayes estimationclass of priorsclasses of loss functionsminimax rule

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

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

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