The equivalence of Bayes and robust Bayes estimators for various loss functions
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DOI: 10.1007/s00362-008-0130-7
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References listed on IDEAS
- 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.
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Keywords
Decision theory; Bayes estimation; Class of priors; Robust Bayes estimation; Minimax rule; Classes of loss functions; 62C10; 62F35; 62F10;All these keywords.
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Statistics
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