Simultaneously least favorable experiments

DOI10.1007/BF00532741zbMATH Open0558.62006OpenAlexW2335162813MaRDI QIDQ3223673FDOQ3223673

Authors: Andreas Buja 

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532741

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zbMATH Keywords

Huber-Strassen theoremcontaminated classification problemsexistence of simultaneously least favorable experimentsreparametrization of decision spacesrobust finite experimentsstandard loss functions

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35) General considerations in statistical decision theory (62C05) Sufficient statistics and fields (62B05)

Cites Work

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• A Robust Version of the Probability Ratio Test
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• A course on optimization and best approximation
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• Minimax tests and the Neyman-Pearson lemma for capacities
• Sufficiency and Approximate Sufficiency
• Robust confidence limits

Cited In (2)

• On the Huber-Strassen theorem
• Title not available (Why is that?)

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