A Unified Theory for Robust Bayesian Prediction Under a General Class of Regret Loss Functions

DOI10.5705/SS.202018.0063MaRDI QIDQ5037787zbMATH OpenOpenAlexFDO

Authors N. Nematollahi, Mohammad Jafari Jozani, Razieh Jafaraghaie

Publication date 4 March 2022

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202018.0063

zbMATH Keywords

Bayes predictorfinite populationposterior regret \(\Gamma\)-minimaxrobust Bayesian analysis

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Bayes, E-Bayes and robust Bayes prediction of a future observation under precautionary prediction loss functions with applications

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