Robust Bayesian prediction under distortions of prior and conditional distributions

DOI10.1007/PL00021966zbMath1276.62056OpenAlexW4244355184MaRDI QIDQ2577563

A. Yu. Kharin

Publication date: 3 January 2006

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00021966

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (4)

Robustness of sequential hypotheses testing for heterogeneous independent observations ⋮ Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series ⋮ Unnamed Item ⋮ ML estimation of multiple regression parameters under classification of the dependent variable

Cites Work

• Bayes estimation and group classification for multivariate dependent observations
• Statistical methods of estimation and testing of hypotheses. Transl. from the Russian

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