Minimax inequality for the prediction risk

DOI10.7153/MIA-13-33zbMATH Open1187.62015OpenAlexW2322157694MaRDI QIDQ3564675FDOQ3564675

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

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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)

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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