Analytic approximation of the interval of Bayes actions derived from a class of loss functions

DOI10.1007/BF02595866zbMath0945.62009OpenAlexW2000342323MaRDI QIDQ1302064

Christophe Abraham, Jean-Pierre Daurès

Publication date: 12 September 1999

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595866

zbMATH Keywords

class of loss functionsglobal robustness

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (4)

Asymptotic global robustness in Bayesian decision theory ⋮ A computation method in robust Bayesian decision theory ⋮ Asymptotics in Bayesian decision theory with applications to global robustness ⋮ Asymptotic limit of the Bayes actions set derived from a class of loss functions

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Stable decision problems
• Robustness issues under imprecise beliefs and preferences
• An overview of robust Bayesian analysis. (With discussion)
• Robust Bayesian analysis: sensitivity to the prior
• Intrinsic losses
• State of the Art—Utility Assessment Methods

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