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Posterior Regret Γ-Minimax Estimation and Prediction with Applications on<i>k</i>-Records Data Under Entropy Loss Function - MaRDI portal

Posterior Regret Γ-Minimax Estimation and Prediction with Applications on<i>k</i>-Records Data Under Entropy Loss Function (Q3526074)

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Posterior Regret Γ-Minimax Estimation and Prediction with Applications on<i>k</i>-Records Data Under Entropy Loss Function
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    Posterior Regret Γ-Minimax Estimation and Prediction with Applications on<i>k</i>-Records Data Under Entropy Loss Function (English)
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    24 September 2008
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    Bayes estimator
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    class of priors
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    entropy loss function
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    posterior regret \(\Gamma \)-minimax
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    robust Bayesian estimation
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