Controlling the degree of caution in statistical inference with the Bayesian and frequentist approaches as opposite extremes

DOI10.1214/12-EJS689zbMath1274.62052arXiv1109.5278WikidataQ57826642 ScholiaQ57826642MaRDI QIDQ1950836

David R. Bickel

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.5278

zbMATH Keywords

maximum entropy; ambiguity; minimum cross entropy; imprecise probability; confidence distribution; maxmin expected utility; robust Bayesian analysis; Ellsberg paradox; conditional gamma-minimax; minimum divergence; confidence posterior; observed confidence level; minimum relative entropy; blended inference; minimum information for discrimination

Mathematics Subject Classification ID

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

62C20: Minimax procedures in statistical decision theory

62A01: Foundations and philosophical topics in statistics

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