Controlling the degree of caution in statistical inference with the Bayesian and frequentist approaches as opposite extremes
Publication:1950836
DOI10.1214/12-EJS689zbMath1274.62052arXiv1109.5278OpenAlexW1971976127WikidataQ57826642 ScholiaQ57826642MaRDI QIDQ1950836
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.5278
maximum entropyambiguityminimum cross entropyimprecise probabilityconfidence distributionmaxmin expected utilityrobust Bayesian analysisEllsberg paradoxconditional gamma-minimaxminimum divergenceconfidence posteriorobserved confidence levelminimum relative entropyblended inferenceminimum information for discrimination
Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Foundations and philosophical topics in statistics (62A01)
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