From an optimality point of view the solution of a decision problem is related to classes of optimal strategies: admissible, Bayes, etc. which are closely related to boundaries of the risk set S such as lower-boundary, Bayes boundary, positive Bayes boundary. In this paper we present some results concerning invariance properties of such boundaries when the set is transformed by means of a continuous monotonic increasing function W.
@article{urn:eudml:doc:40699,
title = {Invariancia de las reglas admisibles y Bayes respecto de transformaciones mon\'otonas.},
journal = {Trabajos de Estad\'\i stica e Investigaci\'on Operativa},
volume = {34},
year = {1983},
pages = {3-12},
zbl = {0731.62034},
mrnumber = {MR0829670},
language = {es},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40699}
}
Criado Torralba, Francisco. Invariancia de las reglas admisibles y Bayes respecto de transformaciones monótonas.. Trabajos de Estadística e Investigación Operativa, Tome 34 (1983) pp. 3-12. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40699/