Robust Bayes Decision Procedures: Gross Error in the Data Distribution
Ritov, Ya'acov
Ann. Statist., Tome 13 (1985) no. 1, p. 626-637 / Harvested from Project Euclid
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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.
Publié le : 1985-06-14
Classification:  Robust Bayes,  bias,  minimax,  62F35,  62C99 
@article{1176349543,
     author = {Ritov, Ya'acov},
     title = {Robust Bayes Decision Procedures: Gross Error in the Data Distribution},
     journal = {Ann. Statist.},
     volume = {13},
     number = {1},
     year = {1985},
     pages = { 626-637},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176349543}
}

Ritov, Ya'acov. Robust Bayes Decision Procedures: Gross Error in the Data Distribution. Ann. Statist., Tome 13 (1985) no. 1, pp.  626-637. http://gdmltest.u-ga.fr/item/1176349543/