Randomized minimax estimators under simple random sampling from a finite population.
Rejoinder on: Natural Induction: An objective Bayesian approach.
Robust Bayesian estimation with asymmetric loss function
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.