Lower bounds on integrated risk, subject to inequality constraints

DOI10.1111/ANZS.12159MaRDI QIDQ6569951FDOQ6569951

Authors: Paul Kabaila, Yining Kong 

Publication date: 9 July 2024

Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

decision theorycompromise decision theoryleast favourable prior distributionminimax-Bayes compromise

Mathematics Subject Classification ID

Parametric inference (62Fxx) Linear inference, regression (62Jxx) Statistical decision theory (62Cxx)

Cites Work

• Title not available (Why is that?)
• Confidence intervals in regression utilizing prior information
• Confidence intervals utilizing prior information in the Behrens-Fisher problem
• The use of Previous Experience in Reaching Statistical Decisions
• On Minimax Statistical Decision Procedures and their Admissibility
• Numerical Specification of Discrete Least Favorable Prior Distributions
• Shrinkage confidence procedures
• Improving on the James-Stein positive-part estimator
• Title not available (Why is that?)
• Further properties of frequentist confidence intervals in regression that utilize uncertain prior information
• Controlling risks under different loss functions: The compromise decision problem

Cited In (1)

• Confidence intervals centred on bootstrap smoothed estimators: an impossibility result

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