Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions

DOI10.1214/13-EJS828zbMath1293.62048arXiv1301.4628MaRDI QIDQ358882

Mohammad Jafari Jozani, Nahid Jafari Tabrizi

Publication date: 9 August 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.4628

zbMATH Keywords

Bayes estimatorrobust Bayesian analysisintrinsic loss functionposterior regret gamma-minimaxposterior risk

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Related Items (2)

A Unified Theory for Robust Bayesian Prediction Under a General Class of Regret Loss Functions ⋮ On risk unbiased estimation after selection

Cites Work

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• Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function
• Parameterization and Bayesian Modeling
• Robust Bayesian analysis
• Some Bayesian credibility premiums obtained by using posterior regret \(\Gamma\)-minimax methodology

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