Median loss decision theory
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Publication:607165
DOI10.1016/j.jspi.2010.08.013zbMath1206.62008OpenAlexW2000517602MaRDI QIDQ607165
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
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Cites Work
- Asymptotics of Bayesian median loss estimation
- Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
- Admissibility and minimaxity results in the estimation problem of exponential quantiles
- A class of nonlinear admissible estimators in the one-parameter exponential family
- Universal Bayes estimators
- A subclass of Bayes linear estimators that are minimax
- Risk, Ambiguity, and the Savage Axioms
- Quantile Maximization in Decision Theory*
- LINEAR MINIMAX ESTIMATORS FOR ESTIMATING A FUNCTION OF THE PARAMETER
- A More Robust Definition of Subjective Probability
- Minimaxity in Estimation of Restricted Parameters
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
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