Robust Bayesian prediction and estimation under a squared log error loss function

DOI10.1016/J.SPL.2011.07.002zbMATH Open1227.62004OpenAlexW2006069430MaRDI QIDQ643249FDOQ643249

Authors: A. Kiapour, N. Nematollahi 

Publication date: 28 October 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.07.002

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zbMATH Keywords

sensitivity analysisgamma distributionclass of priors

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Optimal actions in problems with convex loss functions
• On robust Bayesian estimation under some asymmetric and bounded loss function
• Estimation of a Gamma Scale Parameter Under Asymmetric Squared Log Error Loss

Cited In (24)

• Robust Bayesian estimator in a normal model with uncertain hierarchical priors
• Bayes and robust Bayes prediction with an application to a rainfall prediction problem
• Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function
• Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
• Bayes, E-Bayes and robust Bayes prediction of a future observation under precautionary prediction loss functions with applications
• Loss functions in restricted parameter spaces and their Bayesian applications
• Bayes, E-Bayes and robust Bayes premium estimation and prediction under the squared log error loss function
• Conditional \(\Gamma\)-minimax prediction with a precautionary loss function in a marked point process model
• A Unified Theory for Robust Bayesian Prediction Under a General Class of Regret Loss Functions
• Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population
• A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
• Equal-tailed and shortest Bayesian tolerance intervals based on exponential \(k\)-records
• On Bayes predictor of times to failure of type-II progressively censored sample
• Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors
• Bayesian and robust Bayesian analysis in a general setting
• A family of flexible shrinkage estimators for the variances of high-dimensional gene expressions
• Robust Bayesian prediction under distortions of prior and conditional distributions
• On minimax robustness of Bayesian statistical prediction
• Optimal rules and robust Bayes estimation of a gamma scale parameter
• Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function
• Bayesian estimation of the expected queue length of a system M/M/1 with certain and uncertain priors
• Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
• Prediction of finite population parameters using parametric model under some loss functions
• Bayes and robust Bayes prediction with an application to air temperature prediction

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