Robust Bayesian Pitman closeness

DOI10.1007/s00184-015-0572-6zbMath1373.62079OpenAlexW2204967713MaRDI QIDQ310045

Ahmad Parsian, Jafar Ahmadi, Elham Mirfarah

Publication date: 7 September 2016

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-015-0572-6

zbMATH Keywords

order statisticsquantile\(\varGamma\)-minimax rulesPitman measure of closenessrobust Bayes estimators

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20) Order statistics; empirical distribution functions (62G30)

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