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

DOI10.4064/AM29-1-2MaRDI QIDQ4548965zbMATH OpenOpenAlexFDO

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

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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