Robust Bayesian estimation with asymmetric loss function

DOI10.4064/AM29-3-3MaRDI QIDQ4790123zbMATH OpenOpenAlexFDO

Authors Agata Boratyńska

Publication date 28 January 2003

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/am29-3-3

zbMATH Keywords

Bayes estimatorsclasses of priorslinex lossrobust Bayesian estimation

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15)

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Cited in

(33)

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• Bayes and stein estimation under asymmetric loss functions:a numerical risk comparison
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• BLINEX: A BOUNDED ASYMMETRIC LOSS FUNCTION WITH APPLICATION TO BAYESIAN ESTIMATION
• Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function
• On bounds for ratios of posterior expectations under asymmetric loss functions
• Focused estimation for noisy and small data sets: a Bayesian minimum expected loss estimator approach
• Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population
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• Robust Bayesian inference in the multilevel zero-inflated generalized Poisson model
• Robustness of Ferguson's Bayes estimator of a distribution function
• \({\mathcal{L}}_p\) loss functions: a robust Bayesian approach
• Asymptotics of Bayesian median loss estimation

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