scientific article; zbMATH DE number 845890

zbMATH Open0843.62008MaRDI QIDQ4864449FDOQ4864449

Authors: David Ríos Insua, Fabrizio Ruggeri, Brani Vidakovic 

Publication date: 20 February 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

linear regressionsquared error lossgamma priorsnormal priorsgamma minimax actionnormal bounded means estimationPoisson means estimationposterior regret criteriasymmetric and symmetric-unimodal priors

Mathematics Subject Classification ID

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

Cited In (23)

• Robust Bayesian estimator in a normal model with uncertain hierarchical priors
• Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
• Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function
• Most stable sample size determination in clinical trials
• Robust Bayesian prediction and estimation under a squared log error loss function
• Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable
• Optimal actions in problems with convex loss functions
• On some optimal Bayesian nonparametric rules for estimating distribution functions
• Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function
• A Unified Theory for Robust Bayesian Prediction Under a General Class of Regret Loss Functions
• Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population
• 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
• Robust Bayesian Pitman closeness
• On Bayes predictor of times to failure of type-II progressively censored sample
• Minimax posterior regret actions for exponential families of distributions and weighted squared error loss
• Deriving robust Bayesian premiums under bands of prior distributions with applications
• Bayesian and robust Bayesian analysis in a general setting
• On the use of posterior regret \(\Gamma\)-minimax actions to obtain credibility premiums
• Minimax decision rules for planning under uncertainty: drawbacks and remedies
• Optimal rules and robust Bayes estimation of a gamma scale parameter
• The equivalence of Bayes and robust Bayes estimators for various loss functions
• Prediction of finite population parameters using parametric model under some loss functions

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