Approximate models and robust decisions

DOI10.1214/16-STS592zbMath1436.62027arXiv1402.6118MaRDI QIDQ1790356

Yanyan Li

Publication date: 2 October 2018

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.6118

zbMATH Keywords

robustnessBayesian nonparametricsKullback-Leibler divergencemodel misspecificationcomputational decision theoryD-open problem

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05) Foundations and philosophical topics in statistics (62A01) General considerations in statistical decision theory (62C05)

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