Minimax inequality for the prediction risk

DOI10.7153/MIA-13-33MaRDI QIDQ3564675zbMATH OpenOpenAlexFDO

Authors L. Gajek, V. Lipińska

Publication date 26 May 2010

Published in Mathematical Inequalities & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7153/mia-13-33

zbMATH Keywords

predictioninformation inequalityminimax risk function

Mathematics Subject Classification ID

Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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Cited in

(2)

• Information inequalities for the Bayes risk of predictors
• Rao-Cramér type inequalities for mean squared error of prediction

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