A Unified Theory for Robust Bayesian Prediction Under a General Class of Regret Loss Functions

DOI10.5705/SS.202018.0063OpenAlexW3037140996MaRDI QIDQ5037787

Mohammad Jafari Jozani, Razieh Jafaraghaie, Nader Nematollahi

Publication date: 4 March 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202018.0063

zbMATH Keywords

finite populationrobust Bayesian analysisBayes predictorposterior regret \(\Gamma\)-minimax

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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