A Minimax Result for f-Divergences

DOI10.1007/978-3-540-30788-4_14zbMath1098.62010OpenAlexW11812229MaRDI QIDQ5493550

Denis A. Zhdanov, Alexander A. Gushchin

Publication date: 23 October 2006

Published in: From Stochastic Calculus to Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-30788-4_14

zbMATH Keywords

minimax theoremminimax strategyBayes strategystatistical game

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Statistical aspects of information-theoretic topics (62B10)

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