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$${\mathcal{L}}_p$$ loss functions: a robust bayesian approach

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  • J. Arias-Nicolás
  • J. Martín
  • A. Suárez-Llorens

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  • 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.
    • Handle: RePEc:spr:stpapr:v:50:y:2009:i:3:p:501-509
    DOI: 10.1007/s00362-007-0093-0
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    References listed on IDEAS

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    1. 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.
    2. 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.
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