Gamma minimax robustness of bayes rules

DOI10.1080/03610927908827780zbMath0446.62031OpenAlexW2130705948MaRDI QIDQ3891572

Roger L. Berger

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1080/03610927908827780

zbMATH Keywords

least favorable priorepsilon-contaminationgamma minimax robustness of Bayes rules

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Exact credibility reference Bayesian premiums, A review of robustness of selection procedures

Cites Work

• Least favorable pairs for special capacities
• The Empirical Bayes Approach to Statistical Decision Problems
• On Partial a Priori Information in Statistical Inference
• Robust Estimates of Location: Survey and Advances