Applicationes Mathematicae

Applicationes Mathematicae 2026 Open access

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Authors: Krzysztof Burnecki (wrocªaw, Grzegorz Kukla (wrocªaw
DOI: 10.4064/am
Cited by: 13

Abstract

Abstract. The problem of robust Bayesian estimation in a normal model with asymmetric loss function (LINEX) is considered. Some uncertainty about the prior is assumed by introducing two classes of priors. The most robust and conditional Γ-minimax estimators are constructed. The situa-tions when those estimators coincide are presented.

Fields of Study & Subjects

History and Theory of Mathematics Mathematics and Applications

Publication details

Journal / source
Applicationes Mathematicae
Publisher
Institute of Mathematics, Polish Academy of Sciences
Publication date
21 September 2026
Language
LA