Conditional ¡-minimax actions under convex losses

From MaRDI portal
Publication:3135631

DOI10.1080/03610929208830830zbMath0800.62043OpenAlexW2127921920MaRDI QIDQ3135631

Fabrizio Ruggeri, Bruno Betrò

Publication date: 11 October 1993

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

Full work available at URL: https://doi.org/10.1080/03610929208830830




Related Items (21)

A Unified Theory for Robust Bayesian Prediction Under a General Class of Regret Loss FunctionsRobust Bayesian Pitman closenessOptimal rules and robust Bayes estimation of a gamma scale parameterPrediction of finite population parameters using parametric model under some loss functionsOn Some Optimal Bayesian Nonparametric Rules for Estimating Distribution FunctionsRobust Bayesian estimation and prediction of reserves in exponential model with quadratic variance functionStability of Bayesian inference in exponential familiesBayesian estimation of the expected queue length of a system M/M/1 with certain and uncertain priorsConditional Γ-minimax prediction with a precautionary loss function in a marked point process modelInference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priorsBayesian and robust Bayesian analysis under a general class of balanced loss functionsControlling the degree of caution in statistical inference with the Bayesian and frequentist approaches as opposite extremesPosterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss FunctionRobust Bayesian prediction and estimation under a squared log error loss functionThe equivalence of Bayes and robust Bayes estimators for various loss functionsRobust Bayes EstimationRobust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite populationOptimal actions in problems with convex loss functionsBayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss functionOn robust Bayesian estimation under some asymmetric and bounded loss functionRobust Bayesian estimator in a normal model with uncertain hierarchical priors




Cites Work




This page was built for publication: Conditional ¡-minimax actions under convex losses