scientific article; zbMATH DE number 845890

MaRDI QIDQ4864449zbMATH OpenFDO

Authors David Ríos Insua, Fabrizio Ruggeri, Brani Vidakovic

Publication date 20 February 1996

zbMATH Keywords

gamma minimax actiongamma priorslinear regressionnormal bounded means estimationnormal priorsPoisson means estimationposterior regret criteriasquared error losssymmetric and symmetric-unimodal priors

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Bayesian inference (62F15)

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Cited in

(23)

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• On the use of posterior regret -minimax actions to obtain credibility premiums
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• Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function
• Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions
• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• The equivalence of Bayes and robust Bayes estimators for various loss functions
• Minimax posterior regret actions for exponential families of distributions and weighted squared error loss
• Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function
• Deriving robust Bayesian premiums under bands of prior distributions with applications
• A Unified Theory for Robust Bayesian Prediction Under a General Class of Regret Loss Functions
• Prediction of finite population parameters using parametric model under some loss functions
• On some optimal Bayesian nonparametric rules for estimating distribution functions
• Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population
• On Bayes predictor of times to failure of type-II progressively censored sample
• Bayesian and robust Bayesian analysis in a general setting
• Robust Bayesian estimator in a normal model with uncertain hierarchical priors
• Minimax decision rules for planning under uncertainty: drawbacks and remedies
• Robust Bayesian prediction and estimation under a squared log error loss function
• Optimal actions in problems with convex loss functions

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