ROBUST BAYES ESTIMATION

SHAO Jun, . ROBUST BAYES ESTIMATION[J]. Chinese Journal of Applied Probability and Statistics, 1990, 6(3): 309-315.

Citation:

SHAO Jun, . ROBUST BAYES ESTIMATION[J]. Chinese Journal of Applied Probability and Statistics, 1990, 6(3): 309-315.

Citation:

SHAO Jun, . ROBUST BAYES ESTIMATION[J]. Chinese Journal of Applied Probability and Statistics, 1990, 6(3): 309-315.

Abstract

In Bayes estimation problems, we show that under certain conditions on the loss function, the Bayes estimator is robust, i.e., the Bayes estimator is a continuous functional of posterior distribution (with respeot to the Kolmogorov distance between posterior distribations).

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