scientific article; zbMATH DE number 4151593

MaRDI QIDQ3481056zbMATH OpenFDO

Authors Harald Luschgy, Dieter Mussmann

Publication date 1987

zbMATH Keywords

compactness of sets of decision rulesexpected risklambda minimax Bayes compromise problemlocalizable measuresMinimax-Bayes compromise problemprior distributionweakly dominated experiments

Mathematics Subject Classification ID

General considerations in statistical decision theory (62C05) Bayesian problems; characterization of Bayes procedures (62C10)

Recommendations

• scientific article; zbMATH DE number 4092548
• A note on test sufficiency in weakly dominated statistical experiments
• scientific article; zbMATH DE number 4066123
• On some class properties of statistical experiments under weak Blackwell equivalence
• Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments
• On the Property (W) of the Class of Statistical Decision Functions
• The maximal dominated subsets of a statistical experiment
• Publication:3197074

Cited in

(7)

• Bayes/frequentist compromise decision rules for Gaussian sampling.
• Stepwise bayes rules
• Definithelt einer klasse diskreter statistischer entscheidraigspromeme
• scientific article; zbMATH DE number 4056771 (Why is no real title available?)
• scientific article; zbMATH DE number 4092548 (Why is no real title available?)
• Controlling risks under different loss functions: The compromise decision problem
• Controlling risks under different loss functions: The compromise decision problem

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3481056)