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Bayesian and Robust Bayesian analysis under a general class of balanced loss functions

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  • Mohammad Jafari Jozani
  • Éric Marchand
  • Ahmad Parsian

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  • Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian, 2012. "Bayesian and Robust Bayesian analysis under a general class of balanced loss functions," Statistical Papers, Springer, vol. 53(1), pages 51-60, February.
    • Handle: RePEc:spr:stpapr:v:53:y:2012:i:1:p:51-60
    DOI: 10.1007/s00362-010-0307-8
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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. Jafari Jozani, Mohammad & Marchand, Éric & Parsian, Ahmad, 2006. "On estimation with weighted balanced-type loss function," Statistics & Probability Letters, Elsevier, vol. 76(8), pages 773-780, April.
    3. Dey, Dipak K. & Ghosh, Malay & Strawderman, William E., 1999. "On estimation with balanced loss functions," Statistics & Probability Letters, Elsevier, vol. 45(2), pages 97-101, November.
    4. Heilmann, Wolf-Rudiger, 1989. "Decision theoretic foundations of credibility theory," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 77-95, March.
    5. Zellner, A., 1992. "Bayesian and Non-Bayesian Estimation using Balanced Loss Functions," Papers 92-20, California Irvine - School of Social Sciences.
    6. Meczarski, Marek & Zielinski, Ryszard, 1991. "Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma prior," Statistics & Probability Letters, Elsevier, vol. 12(4), pages 329-333, October.
    7. H. Toutenburg & Shalabh, 2005. "Estimation of regression coefficients subject to exact linear restrictions when some observations are missing and quadratic error balanced loss function is used," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(2), pages 385-396, December.
    8. Zen Mei-Mei & DasGupta A., 1993. "Estimating A Binomial Parameter: Is Robust Bayes Real Bayes?," Statistics & Risk Modeling, De Gruyter, vol. 11(1), pages 37-60, January.
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    Cited by:

    1. Mehrjoo, Mehrdad & Jafari Jozani, Mohammad & Pawlak, Miroslaw, 2021. "Toward hybrid approaches for wind turbine power curve modeling with balanced loss functions and local weighting schemes," Energy, Elsevier, vol. 218(C).
    2. Karamikabir, Hamid & Afshari, Mahmoud, 2020. "Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility," Journal of Multivariate Analysis, Elsevier, vol. 177(C).
    3. Xuehua Hu & Wenhao Gui, 2018. "Bayesian and Non-Bayesian Inference for the Generalized Pareto Distribution Based on Progressive Type II Censored Sample," Mathematics, MDPI, vol. 6(12), pages 1-26, December.
    4. Cao, Ming-Xiang & He, Dao-Jiang, 2017. "Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 246-254.
    5. Kyeongjun Lee & Youngseuk Cho, 2017. "Bayesian and maximum likelihood estimations of the inverted exponentiated half logistic distribution under progressive Type II censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(5), pages 811-832, April.
    6. Essam A. Ahmed, 2014. "Bayesian estimation based on progressive Type-II censoring from two-parameter bathtub-shaped lifetime model: an Markov chain Monte Carlo approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(4), pages 752-768, April.
    7. Marchand, Éric & Strawderman, William E., 2020. "On shrinkage estimation for balanced loss functions," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
    8. Kousik Maiti & Suchandan Kayal, 2019. "Estimation for the generalized Fréchet distribution under progressive censoring scheme," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 10(5), pages 1276-1301, October.
    9. Hobbad, Lahoucine & Marchand, Éric & Ouassou, Idir, 2021. "On shrinkage estimation of a spherically symmetric distribution for balanced loss functions," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    10. Rashad M. EL-Sagheer, 2018. "Estimation of parameters of Weibull–Gamma distribution based on progressively censored data," Statistical Papers, Springer, vol. 59(2), pages 725-757, June.

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