Stability and conditional Γ-minimaxity in Bayesian inference

Marek Męczarski

Applicationes Mathematicae (1993)

  • Volume: 22, Issue: 1, page 117-122
  • ISSN: 1233-7234

Abstract

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Two concepts of optimality corresponding to Bayesian robust analysis are considered: conditional Γ-minimaxity and stability. Conditions for coincidence of optimal decisions of both kinds are stated.

How to cite

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Męczarski, Marek. "Stability and conditional Γ-minimaxity in Bayesian inference." Applicationes Mathematicae 22.1 (1993): 117-122. <http://eudml.org/doc/219075>.

@article{Męczarski1993,
abstract = {Two concepts of optimality corresponding to Bayesian robust analysis are considered: conditional Γ-minimaxity and stability. Conditions for coincidence of optimal decisions of both kinds are stated.},
author = {Męczarski, Marek},
journal = {Applicationes Mathematicae},
keywords = {conditional Γ-minimax action; stability of a statistical procedure; robust Bayesian analysis; gamma-minimaxity; Bayesian robustness; stability; optimal decisions},
language = {eng},
number = {1},
pages = {117-122},
title = {Stability and conditional Γ-minimaxity in Bayesian inference},
url = {http://eudml.org/doc/219075},
volume = {22},
year = {1993},
}

TY - JOUR
AU - Męczarski, Marek
TI - Stability and conditional Γ-minimaxity in Bayesian inference
JO - Applicationes Mathematicae
PY - 1993
VL - 22
IS - 1
SP - 117
EP - 122
AB - Two concepts of optimality corresponding to Bayesian robust analysis are considered: conditional Γ-minimaxity and stability. Conditions for coincidence of optimal decisions of both kinds are stated.
LA - eng
KW - conditional Γ-minimax action; stability of a statistical procedure; robust Bayesian analysis; gamma-minimaxity; Bayesian robustness; stability; optimal decisions
UR - http://eudml.org/doc/219075
ER -

References

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  1. [1] B. Betrò and F. Ruggeri, Conditional Γ-minimax actions under convex losses, Comm. Statist. Theory Methods 21 (1992), 1051-1066 Zbl0800.62043
  2. [2] A. Boratyńska and M. Męczarski, Robust Bayesian estimation in the one-dimensional normal model, submitted Zbl0802.62032
  3. [3] A. DasGupta and W. J. Studden, Frequentist behavior of robust Bayes estimates of normal means, Statist. Decisions 7 (1989), 333-361 Zbl0685.62004
  4. [4] M. Męczarski, On stable Bayesian estimation in the Poisson model, Sci. Bull. Łódź Technical Univ. No. 687, Matematyka, z. 25 (1993), 83-91 
  5. [5] M. Męczarski and R. Zieliński, Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma prior, Statist. Probab. Lett. 12 (1991), 329-333. 

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