Minimax posterior regret actions for exponential families of distributions and weighted squared error loss

DOI10.1515/ROSE.1999.7.4.359MaRDI QIDQ4516143zbMATH OpenOpenAlexFDO

Authors Emanuele Taufer

Publication date 27 November 2000

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1999.7.4.359

zbMATH Keywords

exponential familyactionweightlossmimimax

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Recommendations

• Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions
• Minimax regret estimation of exponential distribution based on record values under weighted square error loss function
• scientific article; zbMATH DE number 845890
• Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function
• Minimax regret priors for efficiency estimation
• scientific article; zbMATH DE number 1453177
• Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function
• Exponential weight approachability, applications to calibration and regret minimization

Cited in

(1)

• scientific article; zbMATH DE number 845890 (Why is no real title available?)

This page was built for publication: Minimax posterior regret actions for exponential families of distributions and weighted squared error loss

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4516143)