An efficient algorithm for constructing \(\Gamma\)-minimax tests for finite parameter spaces
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Publication:5940997
DOI10.1016/S0167-9473(00)00034-7zbMath1030.62005MaRDI QIDQ5940997
Seidel, Wilfried, Roger Fandom Noubiap
Publication date: 20 August 2001
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Linear programming; Bayesian robustness; Empirical Bayes procedures; Minimax problems; Minimax tests; Monotone decision problems
62F03: Parametric hypothesis testing
62P30: Applications of statistics in engineering and industry; control charts
62C20: Minimax procedures in statistical decision theory
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Cites Work
- Statistical decision theory and Bayesian analysis. 2nd ed
- Entscheidungen bei unvollständiger Information
- Robust Bayesian analysis under generalized moments conditions
- Robust Bayesian analysis: sensitivity to the prior
- The Theory of Decision Procedures for Distributions with Monotone Likelihood Ratio
- Simultaneous Confidence Intervals and Sample Size Determination for Multinomial Proportions
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