Numerical Specification of Discrete Least Favorable Prior Distributions

DOI10.1137/0908028zbMath0618.65147OpenAlexW2033572064MaRDI QIDQ4728213

Peter J. Kempthorne

Publication date: 1987

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0908028

zbMATH Keywords

Bayes riskleast favorable distributioniterative optimizationminimax proceduremultiobjective decision problem

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Probabilistic methods, stochastic differential equations (65C99) Compound decision problems in statistical decision theory (62C25)

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