Ranges of Posterior Expected Losses and ε-Robust Actions

DOI10.1007/978-1-4612-1306-2_8zbMath1281.62077OpenAlexW46038986MaRDI QIDQ5747425

Athanasios C. Micheas, Dey, Dipak K.

Publication date: 14 February 2014

Published in: Robust Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4612-1306-2_8

zbMATH Keywords

Bayesian robustnessposterior expected lossinfluence approachLinex loss functioncontinuous exponential familyHellinger distance lossminimax regret action

Mathematics Subject Classification ID

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

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