The equivalence of Bayes and robust Bayes estimators for various loss functions

被引：0
|
作者：
Agnieszka Kamińska
机构：
[1] Wrocław University of Technology,Institute of Mathematics and Computer Science
来源：
Statistical Papers | 2010年 / 51卷
关键词：
Decision theory; Bayes estimation; Class of priors; Robust Bayes estimation; Minimax rule; Classes of loss functions; 62C10; 62F35; 62F10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The problem of Bayes and robust Bayes estimation for various bounded and/or symmetric loss functions in a normal model with conjugate and non-informative prior distributions is considered. The prior distribution is not fully specified and covers the conjugate family of priors. It is of interest to know that the Bayes and robust Bayes estimators for symmetric losses are the same as those for the standard square-error loss function.
引用
收藏
页码：179 / 191
页数：12
相关论文
共 50 条
  • [21] Bayes Estimators for Phylogenetic Reconstruction
    Huggins, P. M.
    Li, W.
    Haws, D.
    Friedrich, T.
    Liu, J.
    Yoshida, R.
    SYSTEMATIC BIOLOGY, 2011, 60 (04) : 528 - 540
  • [22] Robustification Process on Bayes Estimators
    Kamil, Anton Abdulbasah
    MATEMATIKA, 2005, 21 (01) : 51 - 59
  • [23] Bayes' estimators of generalized entropies
    Holste, D
    Grosse, I
    Herzel, H
    JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 1998, 31 (11): : 2551 - 2566
  • [24] On the construction of Bayes minimax estimators
    Fourdrinier, D
    Strawderman, WE
    Wells, MT
    ANNALS OF STATISTICS, 1998, 26 (02): : 660 - 671
  • [25] Bayes estimators of the exponential distribution
    Ali, M. Masoom
    Woo, Jungsoo
    Nadarajah, Saralees
    JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS, 2005, 8 (01): : 53 - 58
  • [26] ASYMPTOTIC BEHAVIOR OF BAYES ESTIMATORS
    CHAO, MT
    ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (02): : 601 - &
  • [27] SOME COMMENTS ON BAYES ESTIMATORS
    TIAO, GC
    BOX, GEP
    AMERICAN STATISTICIAN, 1973, 27 (01): : 12 - 14
  • [28] Maximum a posteriori estimators as a limit of Bayes estimators
    Robert Bassett
    Julio Deride
    Mathematical Programming, 2019, 174 : 129 - 144
  • [29] Maximum a posteriori estimators as a limit of Bayes estimators
    Bassett, Robert
    Deride, Julio
    MATHEMATICAL PROGRAMMING, 2019, 174 (1-2) : 129 - 144
  • [30] Empirical Bayes testing for equivalence
    Chen, Lee-Shen
    Yang, Ming-Chung
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2011, 141 (08) : 2670 - 2681
12345