Robust Bayes estimation

DOI10.1080/03610920903506553MaRDI QIDQ3007841zbMATH OpenOpenAlexFDO

Authors Abdollah Bayati Eshkaftaki, Ahmad Parsian

Publication date 17 June 2011

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

Full work available at URL https://doi.org/10.1080/03610920903506553

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• Bayesian inference for Pareto populations
• Conditional ¡-minimax actions under convex losses
• Natural exponential families with quadratic variance functions: Statistical theory
• Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function
• Robust Bayesian analysis: sensitivity to the prior
• Robust Bayesian estimation with asymmetric loss function
• Stability of Bayesian inference in exponential families
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(14)

• Stability of Bayesian inference in exponential families
• Robust approximate Bayesian inference
• Controlling the degree of caution in statistical inference with the Bayesian and frequentist approaches as opposite extremes
• Robust Bayesian seemingly unrelated regression model
• 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
• scientific article; zbMATH DE number 5899331 (Why is no real title available?)
• Robust Bayesian Credibility Using Semiparametric Models
• scientific article; zbMATH DE number 3958477 (Why is no real title available?)
• Robust Approximate Bayesian Inference With Synthetic Likelihood
• Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population
• Robust estimation algorithm based on prior probability statistics
• Robust Bayesian prediction and estimation under a squared log error loss function
• Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors

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