Lower bounds on integrated risk, subject to inequality constraints

DOI10.1111/anzs.12159MaRDI QIDQ6569951

Paul V. Kabaila, Yining Kong

Publication date: 9 July 2024

Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

decision theorycompromise decision theoryleast favourable prior distributionminimax-Bayes compromise

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Statistical decision theory (62Cxx)

Cites Work

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• Confidence intervals in regression utilizing prior information
• Improving on the James-Stein positive-part estimator
• Shrinkage confidence procedures
• Further Properties of Frequentist Confidence Intervals in Regression that Utilize Uncertain Prior Information
• CONFIDENCE INTERVALS UTILIZING PRIOR INFORMATION IN THE BEHRENS-FISHER PROBLEM
• Numerical Specification of Discrete Least Favorable Prior Distributions
• On Minimax Statistical Decision Procedures and their Admissibility
• The use of Previous Experience in Reaching Statistical Decisions
• Controlling risks under different loss functions: The compromise decision problem

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