Concepedia

Stability and conditional Γ-minimaxity in Bayesian inference

Marek Męczarski

Applicationes Mathematicae · 1993 · 17 citations · 4 references

DOI

Concepts

Abstract

Two concepts of optimality corresponding to Bayesian robust analysis are considered: conditional Γ-minimaxity and stability. Conditions for coincidence of optimal decisions of both kinds are stated.

References

4

Conditional ¡-minimax actions under convex losses

Bruno Betrò, Fabrizio Ruggeri · Communication in Statistics- Theory and Methods · 1992 · 40 citations

, , +16

Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma prior

Marek Męczarski, Ryszard Zieliński · Statistics & Probability Letters · 1991 · 36 citations

, , +13

FREQUENTIST BEHAVIOR OF ROBUST BAYES ESTIMATES OF NORMAL MEANS

Anirban Dasgupta, W. J. Studden · Statistics & Risk Modeling · 1989 · 32 citations

, , +10

ROBUST BAYESIAN ESTIMATION IN THE ONE-DIMENSIONAL NORMAL MODEL

Agata Boratyńska, Marek Męczarski · Statistics & Risk Modeling · 1994 · 13 citations

, , +9