\({\mathcal{L}}_p\) loss functions: a robust Bayesian approach

DOI10.1007/S00362-007-0093-0zbMath1309.62052OpenAlexW2084892286MaRDI QIDQ841008

J. Pablo Arias-Nicolás, Jacinto Martín, Alfonso Suárez-Llorens

Publication date: 14 September 2009

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

Full work available at URL: https://doi.org/10.1007/s00362-007-0093-0

zbMATH Keywords

Bayesian robustnessefficient set\(L_{p}\) loss functionsBayes actionsclass of prior distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

A measure of asymmetry

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some aspects of Bayesian loss-robustness
• An overview of robust Bayesian analysis. (With discussion)
• Uncertainty in beliefs and preferences: Conditions for optimal alternatives
• The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions
• Global Bayesian Robustness for Some Classes of Prior Distributions
• Robust Bayesian analysis

This page was built for publication: \({\mathcal{L}}_p\) loss functions: a robust Bayesian approach