Some aspects of Bayesian loss-robustness

DOI10.1016/0378-3758(94)90016-7zbMath0797.62022OpenAlexW2019622651MaRDI QIDQ1329708

Udi E. Makov

Publication date: 8 September 1994

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90016-7

zbMATH Keywords

preferenceLINEX loss functionBayesian robustnessweighted squared error loss functionsinfluence approachmeasures of Bayesian loss-robustnessposterior loss-robustnessposterior minimaxpreposterior

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

On Measuring Loss Robustness Using Maximum A Posteriori Estimate ⋮ \({\mathcal{L}}_p\) loss functions: a robust Bayesian approach ⋮ Loss robustness via Fisher-weighted squared-error loss function ⋮ Optimal actions in problems with convex loss functions ⋮ On a new class of multivariate prior distributions: theory and application in reliability

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