Abstract
This article deals with robust Bayes estimation, namely Stable action, Conditional Gamma-Minimax action and Posterior Regret Gamma-Minimax action. We extend the results of Meczarski (1993) and obtain the exact actions in each case. The results are applied for a family of one-parameter exponential families introduced by Morris (1983) as an extension of the results of Boratynska (1997).
Cite
CITATION STYLE
APA
Eshkaftaki, A. B., & Parsian, A. (2011). Robust Bayes Estimation. Communications in Statistics - Theory and Methods, 40(5), 929–941. https://doi.org/10.1080/03610920903506553
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
Already have an account? Sign in
Sign up for free