On Measuring Loss Robustness Using Maximum A Posteriori Estimate
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Publication:3155313
DOI10.1081/STA-120029826zbMath1114.62322OpenAlexW2031880287MaRDI QIDQ3155313
Dey, Dipak K., Athanasios C. Micheas
Publication date: 14 January 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-120029826
Point estimation (62F10) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (3)
Unnamed Item ⋮ A Unified Approach to Prior and Loss Robustness ⋮ Bayes pre-test estimation for the change point of the changing one parameter exponential family
Cites Work
- Statistical decision theory and Bayesian analysis. 2nd ed
- Stable decision problems
- Conjugate priors for exponential families
- Some aspects of Bayesian loss-robustness
- An overview of robust Bayesian analysis. (With discussion)
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- PLU Robust Bayesian Decision Theory: Point Estimation
- Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters)
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