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

DOI10.1007/S00362-008-0130-7MaRDI QIDQ451376zbMATHOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 679512 (Why is no real title available?)
• scientific article; zbMATH DE number 4123039 (Why is no real title available?)
• scientific article; zbMATH DE number 845890 (Why is no real title available?)
• ADMISSIBILITY OF BAYES ESTIMATES UNDER BLINEX LOSS FOR THE NORMAL MEAN PROBLEM
• BLINEX: A BOUNDED ASYMMETRIC LOSS FUNCTION WITH APPLICATION TO BAYESIAN ESTIMATION
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Conditional ¡-minimax actions under convex losses
• Ranges of posterior measures for priors with unimodal contaminations
• Robust Bayesian estimation with asymmetric loss function
• Statistical decision theory and Bayesian analysis. 2nd ed
• The reflected normal loss function

Cited in

(9)

• 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
• Robust Bayesian estimation in a normal model with asymmetric loss function
• Robustness of Ferguson's Bayes estimator of a distribution function
• On robust Bayesian estimation under some asymmetric and bounded loss function
• Bayesian robustness of the quantile loss in statistical decision theory
• Bayesian local robustness under weighted squared-error loss function incorporating unimodal\-ity
• Robust Bayesian estimation with asymmetric loss function
• Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations

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