Bayesian and robust Bayesian analysis under a general class of balanced loss functions

DOI10.1007/s00362-010-0307-8zbMath1241.62004OpenAlexW2010905041MaRDI QIDQ434398

Éric Marchand, Ahmad Parsian, Mohammad Jafari Jozani

Publication date: 10 July 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-010-0307-8

zbMATH Keywords

Bayes estimatorposterior regret gamma-minimaxposterior riskconditional gamma-minimaxmost stable estimation

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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