Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations

DOI10.1007/BF02562704zbMath0813.62027OpenAlexW1983428965MaRDI QIDQ1346946

Josemar Rodrigues

Publication date: 10 May 1995

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02562704

zbMATH Keywords

robustnesssquared error lossBayes estimatordouble-exponential priorgeneral class of prior distributionsLinex loss functionnormal location parameterStudent t prior

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• Statistical decision theory. Foundations, concepts, and methods
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Posterior Cumulant Relationships in Bayesian Inference Involving the Exponential Family
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