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Robust Bayes Estimation
- Source :
- Communications in Statistics - Theory and Methods. 40:929-941
- Publication Year :
- 2011
- Publisher :
- Informa UK Limited, 2011.
-
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).
Details
- ISSN :
- 1532415X and 03610926
- Volume :
- 40
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Theory and Methods
- Accession number :
- edsair.doi...........e505079088dd8870623a0f802ab4fef3
- Full Text :
- https://doi.org/10.1080/03610920903506553