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Loss functions in restricted parameter spaces and their Bayesian applications

Squared error loss remains the most commonly used loss function for constructing a Bayes estimator of the parameter of interest. However, it can lead to suboptimal solutions when a parameter is defined on a restricted space. It can also be an inappropriate choice in the context when an extreme overe...

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Detalles Bibliográficos
Autores principales: Mozgunov, P., Jaki, T., Gasparini, M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7077359/
https://www.ncbi.nlm.nih.gov/pubmed/32256183
http://dx.doi.org/10.1080/02664763.2019.1586848