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Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function - MaRDI portal

Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function (Q4548965)

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scientific article; zbMATH DE number 1789659
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Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function
scientific article; zbMATH DE number 1789659

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    Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function (English)
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    27 August 2002
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    Bayes estimators
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    classes of priors
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    robust Bayes estimation
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    posterior regret \({\varGamma}\)-minimax estimation
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    LINEX loss
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