Identification de paramètres pour un système excité par des bruits gaussien et poissonien
Inadmissibility of two estimators of reliability in the exponential case
Inference on y >yo by Using a Correlated Variable: A Three Decision Approach.
Information inequalities for the minimax risk of sequential estimators (with applications)
Information inequalities for the minimax risk of sequential estimators are derived in the case where the loss is measured by the squared error of estimation plus a linear functional of the number of observations. The results are applied to construct minimax sequential estimators of: the failure rate in an exponential model with censored data, the expected proportion of uncensored observations in the proportional hazards model, the odds ratio in a binomial distribution and the expectation of exponential...
Information-theoretic approach to measurement reduction problems
Introduction à la statistique mathématique. I. Modèle d'expérimentation statistique
Introduction à la statistique mathématique. III. Décision statistique
Invariance and R-ε criterion.
The R-ε criterion is considered as a generalization of the minimax criterion, in a decision problem with Θ = {θ1, ..., θn}, and its relation with the invariance is studied. If a decision problem is invariant under a finite group G, it is known, from the minimax point of view that, for any rule δ, there exists an invariant rule δ' which is either preferred or equivalent to δ. The question raised in this paper is: given that the minimax ordering is a particular case of R-ε ordering, is it possible...
Invariancia de las reglas admisibles y Bayes respecto de transformaciones monótonas.
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.
Invited paper with discussion: Natural Induction: An objective Bayesian approach.