Robustness of Bayes Prediction Under Error-in-Variables Superpopulation Model
From MaRDI portal
Publication:5190606
DOI10.1080/03610920902750046zbMath1185.62055MaRDI QIDQ5190606
Ashok K. Bansal, Priyanka Aggarwal
Publication date: 18 March 2010
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920902750046
tables; Kullback-Leibler distance; balanced loss function; Bayes predictor; relative savings loss; error-in-variables model; relative loss; Edgeworth prior; minimal Bayes predictive expected loss
62F15: Bayesian inference
62F35: Robustness and adaptive procedures (parametric inference)
62D05: Sampling theory, sample surveys
Related Items
Cites Work
- Bayes and minimax prediction in finite populations
- Finite-population prediction under error-in-variables superpopulation models
- Bayes Predictor of One-Parameter Exponential Family Type Population Mean Under Balanced Loss Function
- Bayes Prediction for a Heteroscedastic Regression Superpopulation Model Using Balanced Loss Function
- Robustness of a bayes estimator for the mean of a normal population with nonnormal prior