The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions

DOI10.1080/03610920500257329zbMATH Open1093.62012OpenAlexW2117898147MaRDI QIDQ5484654FDOQ5484654

Authors: J. Pablo Arias-Nicolás, Alfonso Suárez-Llorens, Jacinto Martín 

Publication date: 21 August 2006

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500257329

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zbMATH Keywords

Bayesian robustnessefficient setquadratic loss functionLINEX loss functionBayes actionsclass of prior distributionsabsolute value loss function

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Statistical decision theory and Bayesian analysis. 2nd ed
• Title not available (Why is that?)
• An overview of robust Bayesian analysis. (With discussion)
• General local search methods
• Decision making with incomplete information
• A characterization of the distribution function: the dispersion function
• Approximating nondominated sets in continuous multiobjective optimization problems
• Uncertainty in beliefs and preferences: Conditions for optimal alternatives
• Robustness issues under imprecise beliefs and preferences
• Topics on the Foundations of Robust Bayesian Analysis

Cited In (7)

• Optimal actions in problems with convex loss functions
• Computing efficient sets in Bayesian decision problems
• A computation method in robust Bayesian decision theory
• On a new class of multivariate prior distributions: theory and application in reliability
• Issues in Bayesian loss robustness
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• \({\mathcal{L}}_p\) loss functions: a robust Bayesian approach

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