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A Bayesian Approach To Loss Robustness

Author

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  • Dey Dipak K.
  • Lou Kuo-ren
  • Bose Sudip

Abstract

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Suggested Citation

  • Dey Dipak K. & Lou Kuo-ren & Bose Sudip, 1998. "A Bayesian Approach To Loss Robustness," Statistics & Risk Modeling, De Gruyter, vol. 16(1), pages 65-88, January.
    • Handle: RePEc:bpj:strimo:v:16:y:1998:i:1:p:65-88:n:7
    DOI: 10.1524/strm.1998.16.1.65
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    Cited by:

    1. Ashok Bansal & Priyanka Aggarwa, 2012. "Bayes pre-test estimation for the change point of the changing one parameter exponential family," METRON, Springer;Sapienza Università di Roma, vol. 70(1), pages 41-57, April.
    2. J. Arias-Nicolás & J. Martín & A. Suárez-Llorens, 2009. "$${\mathcal{L}}_p$$ loss functions: a robust bayesian approach," Statistical Papers, Springer, vol. 50(3), pages 501-509, June.
    3. Mazen Nassar & Refah Alotaibi & Hassan Okasha & Liang Wang, 2022. "Bayesian Estimation Using Expected LINEX Loss Function: A Novel Approach with Applications," Mathematics, MDPI, vol. 10(3), pages 1-21, January.

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