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Stability of Bayesian inference in exponential families

✍ Scribed by Agata Boratyńska

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
257 KB
Volume
36
Category
Article
ISSN
0167-7152

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✦ Synopsis

The problem of estimating the unknown parameter of a one-parameter exponential family with the conjugate prior is considered. Some uncertainty about the prior is assumed by introducing a class of priors F. The most robust and conditional F-minimax estimators are constructed. The situations when those estimators coincide are presented. The paper is a generalization of the result for the Poisson distribution obtained in M~zarski and Zielinski (1991). (~) 1997 Elsevier Science B.V.

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