Stability and conditional Γ-minimaxity in Bayesian inference

• Autorzy: Marek Męczarski
• Języki publikacji: EN

Abstrakty

EN

Two concepts of optimality corresponding to Bayesian robust analysis are considered: conditional Γ-minimaxity and stability. Conditions for coincidence of optimal decisions of both kinds are stated.

Słowa kluczowe

EN

conditional Γ-minimax action; stability of a statistical procedure; robust Bayesian analysis

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1993-1995
• Tom: 22
• Numer: 1
• Strony: 117-122

Daty

wydano

1993

otrzymano

1993-3-25

Twórcy

autor

Marek Męczarski

• Institute of Econometrics, Warsaw School of Economics, Al. Niepodległości 162, 02-554 Warszawa, Poland

Bibliografia

• [1] B. Betrò and F. Ruggeri, Conditional Γ-minimax actions under convex losses, Comm. Statist. Theory Methods 21 (1992), 1051-1066
• [2] A. Boratyńska and M. Męczarski, Robust Bayesian estimation in the one-dimensional normal model, submitted
• [3] A. DasGupta and W. J. Studden, Frequentist behavior of robust Bayes estimates of normal means, Statist. Decisions 7 (1989), 333-361
• [4] M. Męczarski, On stable Bayesian estimation in the Poisson model, Sci. Bull. Łódź Technical Univ. No. 687, Matematyka, z. 25 (1993), 83-91
• [5] M. Męczarski and R. Zieliński, Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma prior, Statist. Probab. Lett. 12 (1991), 329-333.