Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable

DOI10.1016/j.spl.2020.108802zbMath1456.62042OpenAlexW2782452885MaRDI QIDQ2006750

David R. Bickel

Publication date: 12 October 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10393/37085

zbMATH Keywords

relative risk aversionBayes actionblended inference\( L_p\) normdiscounting coefficientminimax action

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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Cites Work

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• Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing
• Philosophy and the practice of Bayesian statistics
• Introduction to Imprecise Probabilities

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