Robust Bayesian estimation in a normal model with asymmetric loss function
Boratyńska, Agata ; Drozdowicz, Monika
Applicationes Mathematicae, Tome 26 (1999), p. 85-92 / Harvested from The Polish Digital Mathematics Library
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The problem of robust Bayesian estimation in a normal model with asymmetric loss function (LINEX) is considered. Some uncertainty about the prior is assumed by introducing two classes of priors. The most robust and conditional Γ-minimax estimators are constructed. The situations when those estimators coincide are presented.

Publié le : 1999-01-01
EUDML-ID : urn:eudml:doc:219227 
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     title = {Robust Bayesian estimation in a normal model with asymmetric loss function},
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     volume = {26},
     year = {1999},
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Boratyńska, Agata; Drozdowicz, Monika. Robust Bayesian estimation in a normal model with asymmetric loss function. Applicationes Mathematicae, Tome 26 (1999) pp. 85-92. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv26i1p85bwm/

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