Robust Bayesian prediction and estimation under a squared log error loss function
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References listed on IDEAS
- DasGupta A. & Studden W. J., 1989. "Frequentist Behavior Of Robust Bayes Estimates Of Normal Means," Statistics & Risk Modeling, De Gruyter, vol. 7(4), pages 333-362, April.
- 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.
- Boratyńska Agata & Męczarski Marek, 1994. "Robust Bayesian Estimation In The One-Dimensional Normal Model," Statistics & Risk Modeling, De Gruyter, vol. 12(3), pages 221-230, March.
- 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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- repec:eee:insuma:v:76:y:2017:i:c:p:135-140 is not listed on IDEAS
- Ali Karimnezhad & Ahmad Parsian, 2014. "Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(3), pages 287-303, July.
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KeywordsClass of priors Gamma distribution Robust Bayesian prediction Sensitivity analysis Squared log error loss function;
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