Robust Bayes Estimation

DOI10.1080/03610920903506553zbMath1215.62005OpenAlexW2019836518MaRDI QIDQ3007841

Abdollah Bayati Eshkaftaki, Ahmad Parsian

Publication date: 17 June 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903506553

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)

Related Items (6)

Optimal rules and robust Bayes estimation of a gamma scale parameter ⋮ Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors ⋮ Controlling the degree of caution in statistical inference with the Bayesian and frequentist approaches as opposite extremes ⋮ Robust Bayesian prediction and estimation under a squared log error loss function ⋮ Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population ⋮ Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function

Cites Work

• Natural exponential families with quadratic variance functions: Statistical theory
• Statistical decision theory and Bayesian analysis. 2nd ed
• Bayesian inference for Pareto populations
• Stability of Bayesian inference in exponential families
• Robust Bayesian analysis: sensitivity to the prior
• Conditional ¡-minimax actions under convex losses
• Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function
• Robust Bayesian estimation with asymmetric loss function

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