کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10524436 | 957549 | 2005 | 16 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Asymptotics in Bayesian decision theory with applications to global robustness
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Asymptotics in Bayesian decision theory with applications to global robustness Asymptotics in Bayesian decision theory with applications to global robustness](/preview/png/10524436.png)
چکیده انگلیسی
We provide the rate of convergence of the Bayes action derived from non smooth loss functions involved in Bayesian robustness. Such loss functions are typically not twice differentiable but admit right and left second derivatives. The asymptotic limit of three measures of global robustness is given. These measures are the range of the Bayes actions set associated with a class of loss functions, the maximum regret of using a particular loss when the subjective loss belongs to a given class and the range of the posterior expected loss when the loss ranges over a given class. An application to prior robustness with density ratio classes is provided.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 95, Issue 1, July 2005, Pages 50-65
Journal: Journal of Multivariate Analysis - Volume 95, Issue 1, July 2005, Pages 50-65
نویسندگان
Christophe Abraham,