ROBUST BAYESIAN ESTIMATION IN THE ONE-DIMENSIONAL NORMAL MODEL

Articles in the same Issue

1. Contents
2. ROBUST BAYESIAN ESTIMATION IN THE ONE-DIMENSIONAL NORMAL MODEL
3. POWER-ROBUSTNESS OF LIKELIHOOD RATIO (UNION-INTERSECTION SCORE) TESTS FOR SOME RESTRICTED ALTERNATIVE PROBLEMS
4. IMPROVED ESTIMATORS OF THE SMALLEST VARIANCE
5. INADMISSIBILITY FOR SQUARED ERROR LOSS WHEN THE PARAMETER TO BE ESTIMATED IS RESTRICTED TO THE INTERVAL [α, oo)
6. SECOND ORDER ASYMPTOTIC SUFFICIENCY OF POSTERIOR DENSITIES WITH RESPECT TO KULLBACK INFORMATION
7. SEQUENTIAL ESTIMATION BY ACCELERATED STOPPING TIMES IN A TWO-PARAMETER EXPONENTIAL FAMILY OF DISTRIBUTIONS
8. ON THE CONDITIONAL PROBABILITIES OF CORRECTLY SELECTING THE BEST
9. THE INNER CHARACTERIZATION OF GEOMETRIC STABLE LAWS
10. Book Reviews
11. INSTRUCTIONS TO AUTHORS
12. Impressum