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The equivalence of Bayes and robust Bayes estimators for various loss functions
Authors:Agnieszka Kamińska
Institution:1. Institute of Mathematics and Computer Science, Wroc?aw University of Technology, Wybrze?e Wyspiań skiego 27, 50-370, Wroclaw, Poland
Abstract:The problem of Bayes and robust Bayes estimation for various bounded and/or symmetric loss functions in a normal model with conjugate and non-informative prior distributions is considered. The prior distribution is not fully specified and covers the conjugate family of priors. It is of interest to know that the Bayes and robust Bayes estimators for symmetric losses are the same as those for the standard square-error loss function.
Keywords:
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