Contextuality of misspecification and data-dependent losses

DOI10.1214/16-STS561zbMath1436.62021MaRDI QIDQ1790359

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

decisionrobustnessalternative explanation

Mathematics Subject Classification ID

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

Cites Work

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

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