Zasada minimaksu i procedury optymalne w statystycznych problemach decyzyjnych przy niepełnej informacji a priori

Agata Boratyńska · Monografie i Opracowania / Szkoła Główna Handlowa · 2008

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Type: article
Published: 2008-01-01
Cited by: 1
References: 143
DOI: https://doi.org/10.1080/14767058.2016.1212331
OpenAlex: https://openalex.org/W27418012
Semantic Scholar: https://api.semanticscholar.org/CorpusID:116162995

Keywords

A priori and a posteriori, Computer science, Mathematics, Epistemology, Philosophy

References

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ROBUST BAYESIAN ESTIMATION IN THE ONE-DIMENSIONAL NORMAL MODELAgata Boratyńska, Marek Męczarski — 1994
MINIMAX- AND Γ-MINIMAX ESTIMATION OF A BOUNDED NORMAL MEAN UNDER LINEX LOSSWolfgang Bischoff, Werner Fieger, Stefanie Wulfert — 1995
MINIMAX ESTIMATION OF A BOUNDED SCALE PARAMETER FOR SCALE-INVARIANT SQUARED-ERROR LOSSConstance van Eeden, James V. Zidek — 1999
Γ-ΜΙΝΙΜΑΧΙΤΥ OF A GENERALIZED BAYES UNBIASED ESTIMATOR IN A MULTIVARIATE LINEAR MODELKazuo Noda, Qi-Guang Wu, Kunio Shimizu — 2002
Loss Reserving: An Actuarial PerspectiveGregory Clive Taylor — 2000
ROBUST BAYESIAN ANALYSIS WITH DISTRIBUTION BANDSSanjib Basu, Anirban Dasgupta — 1995
Some Results On Posterior Regret Γ-Μινιμαχ EstimationDavid Rı́os Insua, Fabrizio Ruggeri, Brani Vidaković — 1995
Estymatory o Г-minimaksowej utracie a posteriori dla pewnych rozkładów dyskretnychAgata Boratyńska — 2004
Stability and conditional Γ-minimaxity in Bayesian inferenceMarek Męczarski — 1993
Prior probabilities - the pleasure of bayesian inferenceMirosław Szreder — 2002
Robust Bayesian Prediction with Asymmetric Loss Function in Poisson Model of Insurance RiskAgata Boratyńska — 2006
Real estate price prediction under asymmetric lossMichael Cain, Christian Janßen — 1995
On Bayesian robustness with the ε-contamination class of priorsAgata Boratyńska — 1996
Estimation in restricted parameter spaces: a reviewÉric Marchand, William E. Strawderman — 2004
On the efficiency of affine minimax rules in estimating a bounded multivariate normal meanBrani Vidaković — 1993
Optymalne decyzje : zasady programowaniaOskar Lange — 1964
Robust Bayesian estimation in a normal model with asymmetric loss functionAgata Boratyńska, Monika Drozdowicz — 1999
On the minimax estimator of a bounded normal meanÉric Marchand, François Perron — 2002
A CONTRIBUTION TO MODELLING OF IBNR CLAIMSRagnar Norberg — 1986

Cited by

Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance functionAgata Boratyńska — 2017

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