Loss robustness via Fisher-weighted squared-error loss function

DOI10.1016/0167-6687(94)00022-7zbMath0836.62006OpenAlexW2085384880WikidataQ126340802 ScholiaQ126340802MaRDI QIDQ1902620

Udi E. Makov

Publication date: 6 May 1996

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(94)00022-7

zbMATH Keywords

gamma distributionrisk robustnessFisher-weighted squared-error lossmeasures of loss robustnessposterior loss robustness

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10)

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Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• Natural exponential families with quadratic variance functions
• Decision theoretic foundations of credibility theory
• Some aspects of Bayesian loss-robustness
• Robust Bayesian analysis: sensitivity to the prior
• PLU Robust Bayesian Decision Theory: Point Estimation
• A class of situations in which a sequential estimation procedure is non-sequential
• A General Concept of Unbiasedness
• A Simple Method for Improving some Estimators

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