Optimal robust Bayes estimation
type: Item
instance of: scholarly article
title: Optimal robust Bayes estimation
zbMATH Open document ID: 0832.62023
DOI: 10.1016/0378-3758(94)00109-9
author: Yuanzhang Li
author: K. M. Lal Saxena
published in: Journal of Statistical Planning and Inference
publication date: 1995-11-09T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 814352
zbMATH Keywords: posterior expected loss
zbMATH Keywords: \(0-1\) loss function
zbMATH Keywords: robust Bayes estimation
zbMATH Keywords: optimal robustness
zbMATH Keywords: optimal robust credible set
zbMATH Keywords: optimal robust estimation
zbMATH Keywords: conjugate prior
zbMATH Keywords: squared error loss
zbMATH Keywords: confidence interval
zbMATH Keywords: asymptotic normal distribution
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)00109-9
OpenAlex ID: W2043713556
cites work: A robust generalized Bayes estimator and confidence region for a multivariate normal mean
cites work: Statistical decision theory and Bayesian analysis. 2nd ed
cites work: Robust Bayesian analysis: sensitivity to the prior
cites work: Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
cites work: Q3823617
cites work: Diameter and volume minimizing confidence sets in Bayes and classical problems
cites work: Robust Bayesian experimental designs in normal linear models
cites work: Q5794043
cites work: Sets of Posterior Means with Bounded Variance Priors
cites work: Q3857500
cites work: Ranges of posterior measures for priors with unimodal contaminations
cites work: Robust Bayesian analysis of the binomial empirical Bayes problem
cites work: A robust Bayesian interpretation of likelihood regions
description: scientific article; zbMATH DE number 814352