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June, 1985 Robust Bayes Decision Procedures: Gross Error in the Data Distribution
Ya'acov Ritov
Ann. Statist. 13(2): 626-637 (June, 1985). DOI: 10.1214/aos/1176349543

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.

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Ya'acov Ritov. "Robust Bayes Decision Procedures: Gross Error in the Data Distribution." Ann. Statist. 13 (2) 626 - 637, June, 1985. https://doi.org/10.1214/aos/1176349543

Information

Published: June, 1985
First available in Project Euclid: 12 April 2007

zbMATH: 0578.62037
MathSciNet: MR790561
Digital Object Identifier: 10.1214/aos/1176349543

Subjects:
Primary: 62F35
Secondary: 62C99

Keywords: bias, minimax, Robust Bayes

Rights: Copyright © 1985 Institute of Mathematical Statistics

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Vol.13 • No. 2 • June, 1985
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