L_p loss functions: a robust Bayesian approach

DOI10.1007/S00362-007-0093-0zbMATH Open1309.62052OpenAlexW2084892286MaRDI QIDQ841008FDOQ841008

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

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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)

Cites Work

• Title not available (Why is that?)
• Robust Bayesian analysis
• An overview of robust Bayesian analysis. (With discussion)
• Some aspects of Bayesian loss-robustness
• Title not available (Why is that?)
• Issues in Bayesian loss robustness
• Global Bayesian robustness for some classes of prior distributions
• Uncertainty in beliefs and preferences: Conditions for optimal alternatives
• The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions

Cited In (9)

• “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
• Title not available (Why is that?)
• Issues in Bayesian loss robustness
• A measure of asymmetry
• A Tunable Loss Function for Robust Classification: Calibration, Landscape, and Generalization

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