Robustness of Bayes Prediction Under Error-in-Variables Superpopulation Model
DOI10.1080/03610920902750046zbMath1185.62055OpenAlexW1997683303MaRDI QIDQ5190606
Ashok K. Bansal, Priyanka Aggarwal
Publication date: 18 March 2010
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920902750046
tablesKullback-Leibler distancebalanced loss functionBayes predictorrelative savings losserror-in-variables modelrelative lossEdgeworth priorminimal Bayes predictive expected loss
Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Sampling theory, sample surveys (62D05)
Related Items (1)
Cites Work
- Bayes and minimax prediction in finite populations
- Finite-population prediction under error-in-variables superpopulation models
- Bayes Predictor of One-Parameter Exponential Family Type Population Mean Under Balanced Loss Function
- Bayes Prediction for a Heteroscedastic Regression Superpopulation Model Using Balanced Loss Function
- Robustness of a bayes estimator for the mean of a normal population with nonnormal prior
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