Some aspects of Bayesian loss-robustness

Udi E. Makov

doi:10.1016/0378-3758(94)90016-7

Some aspects of Bayesian loss-robustness

Udi E. Makov

Department of Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

Several measures of Bayesian loss-robustness are suggested and demonstrated. The influence approach to robustness is discussed and used for the study of families of loss functions including the LINEX loss function and weighted squared error loss functions.

Original language	English
Pages (from-to)	359-370
Number of pages	12
Journal	Journal of Statistical Planning and Inference
Volume	38
Issue number	3
DOIs	https://doi.org/10.1016/0378-3758(94)90016-7
State	Published - Mar 1994

Keywords

Bayesian robustness
influence approach
posterior loss-robustness: LINEX loss function

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1016/0378-3758(94)90016-7

Cite this

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title = "Some aspects of Bayesian loss-robustness",

abstract = "Several measures of Bayesian loss-robustness are suggested and demonstrated. The influence approach to robustness is discussed and used for the study of families of loss functions including the LINEX loss function and weighted squared error loss functions.",

keywords = "Bayesian robustness, influence approach, posterior loss-robustness: LINEX loss function",

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year = "1994",

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KW - Bayesian robustness

KW - influence approach

KW - posterior loss-robustness: LINEX loss function

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ER -

Some aspects of Bayesian loss-robustness

Abstract

Keywords

ASJC Scopus subject areas

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