Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function

DOI10.4064/AM29-1-2zbMATH Open1053.62015OpenAlexW2059433573MaRDI QIDQ4548965FDOQ4548965

Authors: Agata Boratyńska 

Publication date: 27 August 2002

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am29-1-2

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zbMATH Keywords

LINEX lossBayes estimatorsclasses of priorsrobust Bayes estimationposterior regret \({\varGamma}\)-minimax estimation

Mathematics Subject Classification ID

Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

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• Robust Bayesian prediction and estimation under a squared log error loss function
• Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model
• Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population
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• Optimal rules and robust Bayes estimation of a gamma scale parameter
• Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
• Prediction of finite population parameters using parametric model under some loss functions

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