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Journal article

Robust Bayes Estimation

ABDOLLAH BAYATI E, PARSIAN A...(+2 more)

Communications in statistics. Theory and methods, vol. 40 (2011) pp. 929-941 Published by Taylor & Francis

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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).

Author-supplied keywords

  • 62C20
  • 62F15
  • 62F35
  • Analyse bayésienne
  • Bayes action
  • Bayes estimation
  • Class of prior distributions
  • Conditional Gamma-Minimax
  • Conditional distribution
  • Decision theory
  • Decisión estadística
  • Décision statistique
  • Estimación Bayes
  • Estimación robusta
  • Estimation Bayes
  • Estimation paramétrique
  • Estimation robuste
  • Exponential family
  • Familia exponencial
  • Famille exponentielle
  • Ley a posteriori
  • Ley a priori
  • Ley condicional
  • Loi a posteriori
  • Loi a priori
  • Loi conditionnelle
  • Minimax method
  • Méthode minimax
  • Méthode statistique
  • Método estadístico
  • Método minimax
  • Posterior Regret Gamma-Minimax
  • Posterior distribution
  • Primary 62C10
  • Prior distribution
  • Robust bayes analysis
  • Robust estimation
  • Secondary 62F10
  • Stable action
  • Statistical decision
  • Statistical method
  • Teoría decisión
  • Théorie décision

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