An algorithm for calculating Γ-minimax decision rules under generalized moment conditions
نویسندگان
چکیده
منابع مشابه
Almost Equalizer, Bayes and Minimax Decision Rules
In this report minimax and near-minimax nonrandomized decision rules under zero-one loss for a restricted location parameter of an absolutely continuous distribution are obtained. Two types of rules are addressed: monotone and non-monotone. A complete-class theorem is obtained in the monotone case, where the results are an extension of a previous work of Zeytinoglu and Mintz (1984) from the cas...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2001
ISSN: 0090-5364
DOI: 10.1214/aos/1013699995