Asymptotic limit of the Bayes actions set derived from a class of loss functions

DOI10.1006/jmva.2000.1970zbMath0987.62003OpenAlexW1978809682MaRDI QIDQ5960850

Christophe Abraham

Publication date: 30 June 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2000.1970

zbMATH Keywords

asymptotic robustnessclass of loss functionslimit of random sets

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (3)

The deductive phase of statistical analysis via predictive simulations: Test, validation and control of a linear model with autocorrelated errors representing a food process ⋮ Asymptotic global robustness in Bayesian decision theory ⋮ Asymptotics in Bayesian decision theory with applications to global robustness

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Statistical decision theory and Bayesian analysis. 2nd ed
• Asymptotic methods in statistical decision theory
• Bayesian inference using intervals of measures
• Asymptotics in statistics: some basic concepts
• Analytic approximation of the interval of Bayes actions derived from a class of loss functions
• An overview of robust Bayesian analysis. (With discussion)
• Global robustness with respect to the loss function and the prior
• Robust Bayesian analysis: sensitivity to the prior
• Theory of statistics
• On Bayes estimates
• On Bayes procedures
• Interdependences between consistent tests and estimates

This page was built for publication: Asymptotic limit of the Bayes actions set derived from a class of loss functions