An algorithm for calculating -minimax decision rules under generalized moment conditions.
DOI10.1214/AOS/1013699995zbMATH Open1041.62005OpenAlexW1586050852MaRDI QIDQ1848898FDOQ1848898
Authors: R. Fandom Noubiap, W. Seidel 
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1013699995
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Linear programming (90C05) Applications of mathematical programming (90C90) Minimax procedures in statistical decision theory (62C20) Robustness and adaptive procedures (parametric inference) (62F35) Semi-infinite programming (90C34)
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Cited In (9)
- D-optimal minimax regression designs on discrete design space
- Title not available (Why is that?)
- Improving and benchmarking of algorithms for \(\Gamma \)-maximin, \( \Gamma \)-maximax and interval dominance
- An efficient algorithm for constructing \(\Gamma\)-minimax tests for finite parameter spaces
- Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
- Solving quality control problems with an algorithm for minimax programs with coupled constraints
- On Symmetrical Equidistant Minimax Designs in Statistical Experiments with Binary Data
- Title not available (Why is that?)
- Primal-dual stability in continuous linear optimization
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