Contextuality of misspecification and data-dependent losses

DOI10.1214/16-STS561MaRDI QIDQ1790359zbMATH OpenFDO

Authors Peter D. Grünwald

Publication date 2 October 2018

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ss/1484816574

zbMATH Keywords

alternative explanationdecisionrobustness

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) General considerations in statistical decision theory (62C05) Nonparametric robustness (62G35)

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Cites work

• Competitive On-line Statistics
• From -entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
• Information-theoretic upper and lower bounds for statistical estimation
• Statistical decision theory and Bayesian analysis. 2nd ed
• Suboptimal behavior of Bayes and MDL in classification under misspecification

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