On robust Bayesian estimation under some asymmetric and bounded loss function

DOI10.1080/02331880802264318zbMath1278.62019OpenAlexW2089742888MaRDI QIDQ3396486

Zdzislaw Porosiński, Agnieszka Kamińska

Publication date: 18 September 2009

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880802264318

zbMATH Keywords

decision theoryBayes estimatorrobust Bayesian estimationclass of priorsasymmetric bounded loss function

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

• Ranges of posterior measures for priors with unimodal contaminations
• Statistical decision theory and Bayesian analysis. 2nd ed
• An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.
• Conditional ¡-minimax actions under convex losses
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• The reflected normal loss function
• BLINEX: A BOUNDED ASYMMETRIC LOSS FUNCTION WITH APPLICATION TO BAYESIAN ESTIMATION
• ADMISSIBILITY OF BAYES ESTIMATES UNDER BLINEX LOSS FOR THE NORMAL MEAN PROBLEM
• Robust Bayesian estimation with asymmetric loss function
• On the asymptotic representation of the Euler gamma function by Ramanujan

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