Asymptotics in Bayesian decision theory with applications to global robustness
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References listed on IDEAS
- Christophe Abraham & Jean-Pierre Daurès, 1999. "Analytic approximation of the interval of Bayes actions derived from a class of loss functions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(1), pages 129-145, June.
- Strasser, Helmut, 1975. "The asymptotic equivalence of Bayes and maximum likelihood estimation," Journal of Multivariate Analysis, Elsevier, vol. 5(2), pages 206-226, June.
- Abraham, Christophe, 2001. "Asymptotic Limit of the Bayes Actions Set Derived from a Class of Loss Functions," Journal of Multivariate Analysis, Elsevier, vol. 79(2), pages 251-274, November.
- Chris M Theobald & Mike Talbot, 2002. "The Bayesian choice of crop variety and fertilizer dose," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 51(1), pages 23-36.
- Strasser, Helmut, 1973. "On Bayes estimates," Journal of Multivariate Analysis, Elsevier, vol. 3(3), pages 293-310, September.
- Christophe Abraham & Jean-Pierre Daures, 2000. "Global Robustness with Respect to the Loss Function and the Prior," Theory and Decision, Springer, vol. 48(4), pages 359-381, June.
- White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
More about this item
KeywordsBayesian robustness Class of loss functions Class of priors Asymptotic rate of convergence Misspecified models;
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