Robust Bayesian estimation with asymmetric loss function
Applicationes Mathematicae (2002)
- Volume: 29, Issue: 3, page 297-306
- ISSN: 1233-7234
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topAgata Boratyńska. "Robust Bayesian estimation with asymmetric loss function." Applicationes Mathematicae 29.3 (2002): 297-306. <http://eudml.org/doc/279709>.
@article{AgataBoratyńska2002,
abstract = {The problem of robust Bayesian estimation in some models with an asymmetric loss function (LINEX) is considered. Some uncertainty about the prior is assumed by introducing two classes of priors. The most robust and conditional Γ-minimax estimators are constructed. The situations when those estimators coincide are presented.},
author = {Agata Boratyńska},
journal = {Applicationes Mathematicae},
keywords = {Bayes estimators; classes of priors; robust Bayesian estimation; linex loss},
language = {eng},
number = {3},
pages = {297-306},
title = {Robust Bayesian estimation with asymmetric loss function},
url = {http://eudml.org/doc/279709},
volume = {29},
year = {2002},
}
TY - JOUR
AU - Agata Boratyńska
TI - Robust Bayesian estimation with asymmetric loss function
JO - Applicationes Mathematicae
PY - 2002
VL - 29
IS - 3
SP - 297
EP - 306
AB - The problem of robust Bayesian estimation in some models with an asymmetric loss function (LINEX) is considered. Some uncertainty about the prior is assumed by introducing two classes of priors. The most robust and conditional Γ-minimax estimators are constructed. The situations when those estimators coincide are presented.
LA - eng
KW - Bayes estimators; classes of priors; robust Bayesian estimation; linex loss
UR - http://eudml.org/doc/279709
ER -
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