scientific article; zbMATH DE number 3061365
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(only showing first 100 items - show all)- Choice under complete uncertainty when outcome spaces are state dependent
- Local asymptotic normality for finite dimensional quantum systems
- Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives
- Characterization of limits of Bayes procedures
- Unreliable probabilities, risk taking, and decision making
- Ignorance, probability and rational choice
- Diversity and dissimilarity coefficients: A unified approach
- Research in decision theory: A personal perspective
- Optimal measurement for general quantum systems
- Sequential estimation of the location parameter of a uniform distribution based on censored samples of type II
- The fuzzy decision problem: An approach to the problem of testing statistical hypotheses with fuzzy information
- A gamma-minimax result in credibility theory
- Group decision analysis and its application to combining opinions
- A combination of expected utility and maxmin decision criteria
- Guaranteed statistical inference procedures (determination of the optimal sample size)
- Linear utility theory for belief functions
- Maxmin expected utility with non-unique prior
- Asymptotic inference for stochastic processes
- An extension of the usual model in statistical decision theory with applications to stochastic optimization problems
- Statistische Entscheidungsprobleme mit nichtkompaktem Aktionenraum
- Isotonic approximation in \(L_ s\).
- A general solution concept for two-person, zero-sum games
- Optimal sequential estimation procedures for the normal mean when the variance is known
- On the existence of values for arbitration games
- Unguenstige Verteilungen bei einparametrigen Parameterschaetzproblemen
- Gamma-admissibility of estimators in the one-parameter exponential family
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Minimax, information and ultrapessimism
- Influence of the prior distribution on the risk of the Bayes rule
- A recursive nonlinear predictor
- Subjective clustering and bibliography of books on pattern recognition
- On dynamic programming: Compactness of the space of policies
- The restricted regularity of admissible minimax criteria for many well known parametric statistical problems
- Minimax estimation method for the optimum decomposition of a sample space based on prior information
- A note on metastatistics or An essay toward stating a problem in the doctrine of chances
- The Neyman-Pearson theory as decision theory, and as inference theory; with a criticism of the Lindley-Savage argument for Bayesian theory
- Frequentist probability and frequentist statistics
- The structure of admissible points with respect to cone dominance
- Decision problems under uncertainty based on entropy functionals
- Minimax-regret strategies for bargaining over several variables
- Generalization of the theory of signal detectability to \(n\)-event \(m\)-dimensional forced-choice tasks.
- A belief network approach to optimization and parameter estimation: application to resource and environmental management
- A framework for analysing decisions under risk
- Minimax detection of a signal for nondegenerate loss functions, and extremal convex problems
- Payoff assessments without probabilities: a simple dynamic model of choice
- The principle and models of dynamic programming
- Gamma-minimax results for the class of unimodal priors
- Bayesian sequential test for fuzzy parametric hypotheses from fuzzy information
- Several Bayesians: a review. (With discussion)
- Probabilistic heuristic estimates
- Optimal design of syndicated panels: A mathematical programming approach
- Logicist statistics. I: Models and modeling
- On the statistical stability of decision functions in recognition and regression analysis problems.
- Computer-aided detection and classification of microcalcifications in mammograms: a survey.
- On the determination of strength of belief for decision support under uncertainty. I: Generating strengths of belief.
- On the use of aggregation operations in information fusion processes.
- Optimal strategies for an inventory system with cost functions of general form
- Econometrics and decision theory
- Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice
- Statistics in measurements.
- Treatment choice under ambiguity induced by inferential problems
- Statistical procedures for the market graph construction
- Optimal decision for the market graph identification problem in a sign similarity network
- Uncertainty, efficiency and incentive compatibility: ambiguity solves the conflict between efficiency and incentive compatibility
- Risk analysis and decision theory: a bridge
- Equilibria with vector-valued utilities and preference information. The analysis of a mixed duopoly
- Robust return risk measures
- Optimize, satisfice, or choose without deliberation? A simple minimax-regret assessment
- Perfect hedging under endogenous permanent market impacts
- A new conceptual framework for the therapy by optimized multidimensional pulses of therapeutic activity. The case of multiple myeloma model
- Bridging \(k\)-sum and CVaR optimization in MILP
- Project net present value estimation under uncertainty
- Two comparison theorems for distributions of Gaussian quadratic forms
- Robust optimization analysis for multiple attribute decision making problems with imprecise information
- The interplay of Bayesian and frequentist analysis
- Value differences using second-order distributions
- Measures of uncertainty in market network analysis
- Newsvendor problem under complete uncertainty: a case of innovative products
- Approximate models and robust decisions
- Ambiguity aversion and model misspecification: an economic perspective
- Admissibility of estimators of the probability of unobserved outcomes
- Sequential testing problems for Poisson processes.
- Lucien Le Cam 1924--2000.
- The statistical work of Lucien Le Cam.
- Minimax confidence intervals for the binomial parameter
- Maximin efficiency-robust tests and some extensions
- Temporality in probability and statistics
- Inadmissibility of some tests for order-restricted alternatives
- Complete classes of tests for regularly varying distributions
- Structural reconfiguration and informal coordination in administrative organizations
- Construction of a fault location algorithm
- Bayesian and non-Bayesian approaches to statistical inference and decision-making
- Cardinal admissibility and optimability in finite nonarchimedean decision theory
- Nonparametric predictive utility inference
- Statistical inference as a bargaining game
- On the concepts of admissibility and coherence
- Decision rules with bounded memory
- Abraham Wald's complete class theorem and Knightian uncertainty
- On Neyman-Pearson minimax detection of Poisson process intensity
- Robust state-dependent mean-variance portfolio selection: a closed-loop approach
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