A minimally informative likelihood for decision analysis: Illustration and robustness

DOI10.2307/3316119zbMATH Open1066.62511OpenAlexW2068632127MaRDI QIDQ4944652FDOQ4944652

Bertrand S. Clarke, Ao Yuan

Publication date: 1999

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3316119

Recommendations

• Robust Likelihoods
• Likelihood for statistically equivalent models
• Likelihood decision functions
• Interpreting Statistical Evidence by using Imperfect Models: Robust Adjusted Likelihood Functions
• Proper likelihoods for Bayesian analysis

zbMATH Keywords

Informationrobustnessrate distortion functionBlahut-Arimoto algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Statistical decision theory (62C99) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Jeffreys' prior is asymptotically least favorable under entropy risk
• An information criterion for likelihood selection
• Information Distinguishability with Application to Analysis of Failure Data
• An algorithm for computing the capacity of arbitrary discrete memoryless channels
• Computation of channel capacity and rate-distortion functions
• Title not available (Why is that?)
• On the computation of rate-distortion functions (Corresp.)

Cited In (4)

• Premium Calculation for Fat-tailed Risk
• Information optimality and Bayesian modelling
• Shannon entropy and Kullback–Leibler divergence in multivariate log fundamental skew‐normal and related distributions
• Bayesian restricted likelihood methods: conditioning on insufficient statistics in Bayesian regression (with discussion)

This page was built for publication: A minimally informative likelihood for decision analysis: Illustration and robustness

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4944652)