An efficient algorithm for constructing \(\Gamma\)-minimax tests for finite parameter spaces

DOI10.1016/S0167-9473(00)00034-7zbMath1030.62005OpenAlexW2065367180MaRDI QIDQ5940997

Seidel, Wilfried, Roger Fandom Noubiap

Publication date: 20 August 2001

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(00)00034-7

zbMATH Keywords

Linear programmingBayesian robustnessEmpirical Bayes proceduresMinimax problemsMinimax testsMonotone decision problems

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics in engineering and industry; control charts (62P30) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Worst-case estimation for econometric models with unobservable components

Uses Software

• MultinomialCI

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• Entscheidungen bei unvollständiger Information
• Robust Bayesian analysis under generalized moments conditions
• Robust Bayesian analysis: sensitivity to the prior
• The Theory of Decision Procedures for Distributions with Monotone Likelihood Ratio
• Simultaneous Confidence Intervals and Sample Size Determination for Multinomial Proportions

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