Asymptotic Bayes risks for a general class of losses

Judith Rousseau

Statistics & Probability Letters, 1997, vol. 35, issue 2, 115-121

Abstract: We give an equivalent of the Bayes risk for a general class of losses in the compact and in the non-compact cases, showing the equivalence with quadratic risks. Some examples are presented.

Keywords: Bayes; estimator; Loss; function; Posterior; mean; Quadratic; loss (search for similar items in EconPapers)
Date: 1997
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(97)00004-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:35:y:1997:i:2:p:115-121

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().