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Frequentist Behavior Of Robust Bayes Estimates Of Normal Means

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  • DasGupta A.
  • Studden W. J.

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  • DasGupta A. & Studden W. J., 1989. "Frequentist Behavior Of Robust Bayes Estimates Of Normal Means," Statistics & Risk Modeling, De Gruyter, vol. 7(4), pages 333-362, April.
    • Handle: RePEc:bpj:strimo:v:7:y:1989:i:4:p:333-362:n:3
    DOI: 10.1524/strm.1989.7.4.333
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    Cited by:

    1. Kiapour, A. & Nematollahi, N., 2011. "Robust Bayesian prediction and estimation under a squared log error loss function," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1717-1724, November.
    2. Agnieszka Kamińska, 2010. "The equivalence of Bayes and robust Bayes estimators for various loss functions," Statistical Papers, Springer, vol. 51(1), pages 179-191, January.
    3. David Bickel, 2015. "Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(4), pages 523-546, November.
    4. Boratynska, Agata, 1997. "Stability of Bayesian inference in exponential families," Statistics & Probability Letters, Elsevier, vol. 36(2), pages 173-178, December.
    5. James Berger & Elías Moreno & Luis Pericchi & M. Bayarri & José Bernardo & Juan Cano & Julián Horra & Jacinto Martín & David Ríos-Insúa & Bruno Betrò & A. Dasgupta & Paul Gustafson & Larry Wasserman &, 1994. "An overview of robust Bayesian analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 3(1), pages 5-124, June.

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