On minimax robustness of Bayesian statistical prediction

MaRDI QIDQ2769676zbMATH OpenFDO

Authors V. Galinskij, A. Yu. Kharin

Publication date 13 May 2002

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes and prediction (62M20)

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