L_p loss functions: a robust Bayesian approach

DOI10.1007/S00362-007-0093-0MaRDI QIDQ841008zbMATH OpenOpenAlexFDO

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

Publication date 14 September 2009

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-007-0093-0

zbMATH Keywords

Bayesian robustnessefficient set\(L_{p}\) loss functionsBayes actionsclass of prior distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3486830 (Why is no real title available?)
• scientific article; zbMATH DE number 1136510 (Why is no real title available?)
• An overview of robust Bayesian analysis. (With discussion)
• Global Bayesian robustness for some classes of prior distributions
• Issues in Bayesian loss robustness
• Robust Bayesian analysis
• Some aspects of Bayesian loss-robustness
• The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions
• Uncertainty in beliefs and preferences: Conditions for optimal alternatives

Cited in

(9)

• A Tunable Loss Function for Robust Classification: Calibration, Landscape, and Generalization
• “Toward a Unified Approach to Fitting Loss Models”, Stuart Klugman and Jacques Rioux, January 2006
• On Bayesian learning via loss functions
• Ranges of posterior expected losses and \(\epsilon\)-robust actions
• Bayesian local robustness under weighted squared-error loss function incorporating unimodal\-ity
• Global robustness with respect to the loss function and the prior
• scientific article; zbMATH DE number 1550759 (Why is no real title available?)
• Issues in Bayesian loss robustness
• A measure of asymmetry

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