On the statistical decision problems with discrete parameter space

Igor Vajda

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On the statistical decision problems with finite parameter space

Igor Vajda (1967)

Kybernetika

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Information, $ε$ -sufficiency and data reduction problems

Albert Pérez (1965)

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Some applications of concentration inequalities to statistics

Pascal Massart (2000)

Annales de la Faculté des sciences de Toulouse : Mathématiques

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The Bayesian approach to the combination of forecasts: some extensions into a skewed environment.

Gerrit K. Janssens (1987)

Trabajos de Estadística

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Where a decision-maker has to rely on expert opinions a need for a normative model to combine these forecasts appears. This can be done using Bayes' formula and by making some assumptions on the prior distribution and the distribution of the expert assessments. We extend the case to skewed distributions of these assessments. By using an Edgeworth expansion of the density function including the skewness parameter, we are able to obtain the formula to combine the forecasts in a Bayesian...

Displaying similar documents to “On the statistical decision problems with discrete parameter space”

On the statistical decision problems with finite parameter space

Information, ε -sufficiency and data reduction problems

Some applications of concentration inequalities to statistics

The Bayesian approach to the combination of forecasts: some extensions into a skewed environment.

Information, $ε$ -sufficiency and data reduction problems