A minimally informative likelihood for decision analysis: Illustration and robustness

DOI10.2307/3316119MaRDI QIDQ4944652zbMATH OpenOpenAlexFDO

Authors Ao Yuan, Bertrand S. Clarke

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

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)

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Cites work

• scientific article; zbMATH DE number 3667770 (Why is no real title available?)
• scientific article; zbMATH DE number 4116450 (Why is no real title available?)
• scientific article; zbMATH DE number 3252892 (Why is no real title available?)
• An algorithm for computing the capacity of arbitrary discrete memoryless channels
• An information criterion for likelihood selection
• Computation of channel capacity and rate-distortion functions
• Information Distinguishability with Application to Analysis of Failure Data
• Jeffreys' prior is asymptotically least favorable under entropy risk
• On the computation of rate-distortion functions (Corresp.)

Cited in

(4)

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

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