An algorithm for calculating -minimax decision rules under generalized moment conditions.

DOI10.1214/AOS/1013699995MaRDI QIDQ1848898zbMATH OpenOpenAlexFDO

Authors R. Fandom Noubiap, W. Seidel

Publication date 14 November 2002

Published in The Annals of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1214/aos/1013699995

zbMATH Keywords

experimental designBayesian robustnessminimax problems

Mathematics Subject Classification ID

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)

• Improving and benchmarking of algorithms for \(\Gamma \)-maximin, \( \Gamma \)-maximax and interval dominance
• On Symmetrical Equidistant Minimax Designs in Statistical Experiments with Binary Data
• scientific article; zbMATH DE number 4072114 (Why is no real title available?)
• Primal-dual stability in continuous linear optimization
• D-optimal minimax regression designs on discrete design space
• Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
• Solving quality control problems with an algorithm for minimax programs with coupled constraints
• scientific article; zbMATH DE number 7626770 (Why is no real title available?)
• An efficient algorithm for constructing \(\Gamma\)-minimax tests for finite parameter spaces

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