The Annals of Statistics

Robust Bayes Decision Procedures: Gross Error in the Data Distribution

Ya'acov Ritov

Full-text: Open access

Abstract

We consider a standard Bayes decision situation except that with small probability the data may be irrelevant to the parameter of interest (i.e. the experiment is "biased"). The minimax solution under quite general assumptions is described and discussed.

Article information

Source
Ann. Statist., Volume 13, Number 2 (1985), 626-637.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176349543

Digital Object Identifier
doi:10.1214/aos/1176349543

Mathematical Reviews number (MathSciNet)
MR790561

Zentralblatt MATH identifier
0578.62037

JSTOR
links.jstor.org

Subjects
Primary: 62F35: Robustness and adaptive procedures
Secondary: 62C99: None of the above, but in this section

Keywords
Robust Bayes bias minimax

Citation

Ritov, Ya'acov. Robust Bayes Decision Procedures: Gross Error in the Data Distribution. Ann. Statist. 13 (1985), no. 2, 626--637. doi:10.1214/aos/1176349543. https://projecteuclid.org/euclid.aos/1176349543


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