scientific article; zbMATH DE number 222644
From MaRDI portal
Publication:5285644
zbMath0767.62003MaRDI QIDQ5285644
Publication date: 29 June 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convex setrobust Bayesian analysisbinomial parameterprior familiesmidpoint of the interval of Bayes estimatesmultiplicity of priors
Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
Related Items
A Unified Theory for Robust Bayesian Prediction Under a General Class of Regret Loss Functions, Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction, A new approach to default priors and robust bayes methodology, An overview of robust Bayesian analysis. (With discussion), Robust Bayesian Pitman closeness, Exact credibility reference Bayesian premiums, Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves, Optimal rules and robust Bayes estimation of a gamma scale parameter, Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions, On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions, Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function, Bayes and robust Bayes prediction with an application to a rainfall prediction problem, Bayesian and robust Bayesian analysis under a general class of balanced loss functions, Robust Bayesian prediction and estimation under a squared log error loss function, Allelic frequency estimation in presence of uncertain priors, Axioms for minimax regret choice correspondences, On the use of posterior regret \(\Gamma\)-minimax actions to obtain credibility premiums, Bayes, E-Bayes and robust Bayes prediction of a future observation under precautionary prediction loss functions with applications
