An algorithm for calculating \(\Gamma\)-minimax decision rules under generalized moment conditions.

DOI10.1214/aos/1013699995zbMath1041.62005OpenAlexW1586050852MaRDI QIDQ1848898

Roger Fandom Noubiap, Seidel, Wilfried

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

zbMATH Keywords

minimax problemsBayesian robustnessexperimental design

Mathematics Subject Classification ID

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