scientific article; zbMATH DE number 3246773

Publication date: 1967

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

utility game theory decision theory statistics

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Decision theory for games (91A35) Statistical decision theory (62Cxx)

Related Items (only showing first 100 items - show all)

Coefficient constancy test in AR-ARCH models ⋮ A sequential sampling procedure for genetic algorithms ⋮ Testing for random effects in analysis of covariance model ⋮ Sample-size-optimal sequential testing ⋮ On the relation between Nash equilibria and undominated strategies for two person, finite games ⋮ Sequential estimation of survival functions with a neutral to the right process prior ⋮ A unified approach to several results involving integrals of multifunctions ⋮ Minimax estimation of a variance ⋮ Combining independent tests of triangular distribution ⋮ A minimal complete class theorem for decision problems where the parameter space contains only finitely many points ⋮ Bayesian sequential test for fuzzy parametric hypotheses from fuzzy information ⋮ Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations ⋮ Bayes \(p\)-values ⋮ Many-objective Pareto local search ⋮ A parametric model to estimate the proportion from true null using a distribution for \(p\)-values ⋮ Depth-based nonparametric description of functional data, with emphasis on use of spatial depth ⋮ The fundamental aspects of the admissibility in the quadratic approximation of linear mappings ⋮ LBI tests for the detection of compound normal distribution in control and treatment populations ⋮ Open problems in universal induction \& intelligence ⋮ A note on second-order admissibility of the Graybill-Deal estimator of a common mean of several normal populations. ⋮ On minimaxity of follow the leader strategy in the stochastic setting ⋮ Empirical Bayes sequential estimation fro exponential families: the untruncated component ⋮ Optimal equivariant estimator with respect to convex loss function ⋮ Simultaneous equivariant estimation of the parameters of linear models ⋮ Predicting a binary sequence almost as well as the optimal biased coin ⋮ Fair linking mechanisms for resource allocation with correlated player types ⋮ The effect of heterogeneity on optimal regimens in cancer chemotherapy ⋮ The set-compound one-stage estimation in the nonregular family of distributions over the interval \([\theta,\theta+1)\) ⋮ Invariant prediction rules and an adequate statistic ⋮ The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic ⋮ Optimal tests in 1-parameter exponential families ⋮ Optimality conditions in nonconical multiple objective programming ⋮ Optimal tests and estimators for truncated exponential families ⋮ Bayes/frequentist compromise decision rules for Gaussian sampling. ⋮ On the Bayesian analysis of categorical data: The problem of nonresponse ⋮ Secretary problems with inspection costs as a game ⋮ Global nonparametric estimation of conditional quantile functions and their derivatives ⋮ Note on the spatial quantile of a random vector ⋮ On locally optimal tests for the mean direction of the Langevin distribution ⋮ Stochastic dominance under Bayesian learning ⋮ Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator ⋮ Random stopping sets in a sequential analysis of random measures and fields ⋮ Search from an unknown distribution: An explicit solution ⋮ A fuzzy decision problem based on the generalized Neyman-Pearson criterion ⋮ Decision theoretic generalizations of the PAC model for neural net and other learning applications ⋮ Nonlinear models, rescaling and test invariance ⋮ Moments under conjugate distributions in bioassay ⋮ Decision theory and artificial intelligence. I: A semantics-based region analyzer ⋮ Decision analysis model: An extension of the states of nature concept ⋮ A recursive nonlinear predictor ⋮ Minimax estimation with divergence loss function ⋮ An optimal strategy for sequential classification on partially ordered sets ⋮ Tracking in a cluttered environment with probabilistic data association ⋮ Zur Gleichwertigkeit zweier Arten der Randomisierung ⋮ On the consistency of single-stage ranking procedures ⋮ On generalized means and generalized convex functions ⋮ Statistical consideration of mastery scores ⋮ On stopped decision processes with discrete time parameter ⋮ The restricted regularity of admissible minimax criteria for many well known parametric statistical problems ⋮ On a theorem of Wald and Wolfowitz on randomization in statistics ⋮ Confidence structures in decision making ⋮ On the risk-equivalence of two methods of randomization in statistics ⋮ Inference on \(y>y_0\) by using a correlated variable: A three decision approach ⋮ Characterization of Bayes procedures for multiple endpoint problems and inadmissibility of the step-up procedure ⋮ A conventional statistical problem with irregular minimax behavior ⋮ On the reduction to a complete class in multiple decision problems ⋮ Compromise solutions, domination structures, and Salukvadze's solution ⋮ Personal probabilities of probabilities ⋮ A lower bound on bayes risk in classification problems ⋮ A conversation with Jeff Wu ⋮ Optimum quantization for local decisions based on independent samples ⋮ Properties and convergence of a posteriori probabilities in classification problems ⋮ Markov decision processes and strongly excessive functions ⋮ The structure of admissible points with respect to cone dominance ⋮ A locally most powerful invariant test for the equality of means associated with covariate discriminant analysis ⋮ Taxonomy with confidence ⋮ Suffizienz bei verschiebungsinvarianten Schätzproblemen ⋮ Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach ⋮ The influence of the nonrecent past in prediction for stochastic processes ⋮ Optimal tests for no contamination in symmetric multivariate normal mixtures ⋮ Minimax invariant estimator of a continuous distribution function ⋮ Estimation of location and scale parameters using generalized Pitman nearness criterion ⋮ Estimation of prior distribution and empirical Bayes estimation in a nonexponential family ⋮ Decision theoretic foundations of credibility theory ⋮ Minimax risk inequalities for the location parameter classification problem ⋮ Some issues in the foundation of statistics. (With comments by J. Berger, E. L. Lehmann, P. W. Holland, C. C. Clogg, N. W. Henry and the author's rejoinder) ⋮ A semi-Bayesian method for nonparametric density estimation. ⋮ Econometrics and decision theory ⋮ Lehmann-unbiased decision rules: Admissibility and invariance ⋮ Minimax rules under zero-one loss for a restricted location parameter ⋮ Coefficient constancy test in a random coefficient autoregressive model ⋮ General characterization theorems via the mean absolute deviation ⋮ Monotonicity of Bayes sequential tests for multidimensional and censored observations. ⋮ On the geometric behaviour of multidimensional location measures ⋮ Stochastic finite element analysis of two-dimensional eddy current problems ⋮ Directional tests for one-sided alternatives in multivariate models ⋮ On obtaining invariant prior distributions ⋮ Directed likelihood ratio tests for ordered alternatives and inference results for the star-shaped restriction ⋮ Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space ⋮ Admissibility of the empirical distribution function in discrete nonparametric invariant problems

This page was built for publication: