Minimax vs. Bayes Prediction

DOI10.1017/S0269964800003685zbMath1335.62014OpenAlexW2144615604MaRDI QIDQ2805308

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Publication date: 11 May 2016

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800003685

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01) Compound decision problems in statistical decision theory (62C25)

Related Items (1)

Prediction of infinite words with automata

Cites Work

• An analog of the minimax theorem for vector payoffs
• Unnamed Item

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