Median loss decision theory

DOI10.1016/J.JSPI.2010.08.013MaRDI QIDQ607165zbMATH OpenOpenAlexFDO

Authors Chi Wai Yu, Bertrand S. Clarke

Publication date 19 November 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2010.08.013

zbMATH Keywords

asymptoticsdecision theoryloss functionposterior

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Statistical decision theory (62C99)

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Cites work

• scientific article; zbMATH DE number 108514 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 3195782 (Why is no real title available?)
• scientific article; zbMATH DE number 3061365 (Why is no real title available?)
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• A subclass of Bayes linear estimators that are minimax
• Admissibility and minimaxity results in the estimation problem of exponential quantiles
• Asymptotics of Bayesian median loss estimation
• LINEAR MINIMAX ESTIMATORS FOR ESTIMATING A FUNCTION OF THE PARAMETER
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
• Minimaxity in Estimation of Restricted Parameters
• Quantile Maximization in Decision Theory*
• Risk, ambiguity and the Savage axioms
• Theory of games and economic behavior.
• Universal Bayes estimators
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions

Cited in

(6)

• On the median in imprecise ordinal problems
• Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations
• Asymptotics of Bayesian median loss estimation
• Parallel and robust empirical risk minimization via the median trick
• Bayesian robustness of the quantile loss in statistical decision theory
• Classifier selection using the predicate depth

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