scientific article; zbMATH DE number 845890

MaRDI QIDQ4864449zbMATH OpenFDO

Authors David Ríos Insua, Fabrizio Ruggeri, Brani Vidakovic

Publication date 20 February 1996

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)

Recommendations

• Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions
• Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function
• Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function
• Minimax posterior regret actions for exponential families of distributions and weighted squared error loss
• Some Bayesian credibility premiums obtained by using posterior regret \(\Gamma\)-minimax methodology
• On the use of posterior regret \(\Gamma\)-minimax actions to obtain credibility premiums
• Minimax regret priors for efficiency estimation
• Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model

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
• Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions
• Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population
• 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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4864449)