Controlling risks under different loss functions: The compromise decision problem (Q5899835)
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scientific article; zbMATH DE number 4151592
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English | Controlling risks under different loss functions: The compromise decision problem |
scientific article; zbMATH DE number 4151592 |
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Controlling risks under different loss functions: The compromise decision problem (English)
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1988
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Let A denote a \(\sigma\)-algebra of subsets of a set X and let M(X) denote the Banach lattice of all bounded signed measures on A. Consider an experiment \(E=(X\), A, P), where P denotes a set of probability measures on A. Let L(E) denote the band generated by P in the L-space, M(E) denote its topological dual, Y be a locally compact, separable, metrizable decision space, C(Y) be the Banach lattice of all real valued continuous functions on Y which vanish at infinity, D be the set of all ``sub- decision'' rules, L(C(Y), M(E)) be the space of all continuous linear operators from C(Y) to M(E) and T be a locally convex Hausdorff topology on L(C(Y), M(E)). For a given mapping J: \(D\to L(C(Y)\), M(E)) it is shown that an experiment E is weakly dominated if and only if J(D) is T-compact, giving a characterization of weakly dominated experiments.
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Bayes compromise problems
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minimax-Bayes compromise problems
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Bayes risks
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Bayes inference
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group decision analysis
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minimax
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multiple objective decision analysis
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Banach lattice
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bounded signed measures
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locally compact, separable, metrizable decision space
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locally convex Hausdorff topology
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characterization of weakly dominated experiments
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