Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function

DOI10.1080/03610920701855038zbMath1143.62002OpenAlexW1988567421MaRDI QIDQ3526074

Mohammad Jafari Jozani, Ahmad Parsian

Publication date: 24 September 2008

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

Full work available at URL: https://doi.org/10.1080/03610920701855038

zbMATH Keywords

Bayes estimatorrobust Bayesian estimationentropy loss functionclass of priorsposterior regret \(\Gamma \)-minimax

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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