Optimal actions in problems with convex loss functions

DOI10.1016/j.ijar.2008.03.014zbMath1185.62014OpenAlexW2003562484MaRDI QIDQ962857

Fabrizio Ruggeri, Alfonso Suárez-Llorens, Jacinto Martín, J. Pablo Arias-Nicolás

Publication date: 7 April 2010

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2008.03.014

zbMATH Keywords

robustnesssensitivity analysisdominanceclass of loss functionsposterior regretPoisson distributionsclass of priorsconditional \(\Gamma \)-minimax actions

Mathematics Subject Classification ID

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