Optimal robust Bayes estimation

DOI10.1016/0378-3758(94)00109-9zbMath0832.62023OpenAlexW2043713556MaRDI QIDQ1901746

K. M. Lal Saxena, Yuanzhang Li

Publication date: 9 November 1995

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)00109-9

zbMATH Keywords

squared error lossconfidence intervalconjugate priorasymptotic normal distributionposterior expected lossoptimal robust estimationoptimal robustnessoptimal robust credible set\(0-1\) loss functionrobust Bayes estimation

Mathematics Subject Classification ID

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

Cites Work

• Ranges of posterior measures for priors with unimodal contaminations
• Statistical decision theory and Bayesian analysis. 2nd ed
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• A robust generalized Bayes estimator and confidence region for a multivariate normal mean
• Diameter and volume minimizing confidence sets in Bayes and classical problems
• Robust Bayesian experimental designs in normal linear models
• Robust Bayesian analysis: sensitivity to the prior
• A robust Bayesian interpretation of likelihood regions
• Sets of Posterior Means with Bounded Variance Priors
• Robust Bayesian analysis of the binomial empirical Bayes problem
• Unnamed Item
• Unnamed Item
• Unnamed Item