Distance weighted losses for testing and confidence set evaluation

DOI10.1007/BF02562679zbMath0815.62008OpenAlexW2003740790MaRDI QIDQ1343684

George Casella, Christian P. Robert Robert

Publication date: 30 January 1995

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02562679

zbMATH Keywords

improper priorsloss estimationposterior probabilitiesNeyman-Pearson approachP-valuepost-data inference

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03) Statistical decision theory (62C99)

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