Simultaneously least favorable experiments

DOI10.1007/BF00533742zbMath0506.62002OpenAlexW1483795343MaRDI QIDQ4743561

Andreas Buja

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533742

zbMATH Keywords

upper expectationscharacterization of simultaneously least favorable experimentsconcept of worst-case-sufficiencyLe Cam approximate sufficiencyupper standard functionals

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Sufficient statistics and fields (62B05)

Related Items (6)

A simple proof for the convexity of the Choquet integral ⋮ Data-based decisions under imprecise probability and least favorable models ⋮ A generalized Neyman-Pearson Lemma for \(g\)-probabilities ⋮ Minimum distance estimation in imprecise probability models ⋮ Unnamed Item ⋮ On the Huber-Strassen theorem

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• Comparison of experiments when the parameter space is finite
• On a Theorem of Hardy, Littlewood, Polya, and Blackwell
• Equivalent Comparisons of Experiments

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