BLINEX: A BOUNDED ASYMMETRIC LOSS FUNCTION WITH APPLICATION TO BAYESIAN ESTIMATION

DOI10.1081/STA-100001564zbMath1008.62509MaRDI QIDQ4541774

Martin S. Levy, Daling Wen

Publication date: 28 July 2002

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

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (7)

Algorithms for Fitting Blinex Loss Parameters ⋮ Preliminary test and Bayes Estimation of a Location Parameter Under Blinex Loss ⋮ Robust regression under the general framework of bounded loss functions ⋮ The equivalence of Bayes and robust Bayes estimators for various loss functions ⋮ Preliminary test estimation in system regression models in view of asymmetry ⋮ Bayesian sample size determination for the bounded linex loss function ⋮ On robust Bayesian estimation under some asymmetric and bounded loss function

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• The reflected normal loss function

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