Geodesic
Stability and conditional Γ-minimaxity in Bayesian inference
Applicationes Mathematicae, Tome 22 (1993) no. 1, pp. 117-122

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Two concepts of optimality corresponding to Bayesian robust analysis are considered: conditional Γ-minimaxity and stability. Conditions for coincidence of optimal decisions of both kinds are stated.
DOI : 10.4064/am-22-1-117-122
Keywords: conditional Γ-minimax action, stability of a statistical procedure, robust Bayesian analysis

Marek Męczarski 1

1 
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Marek Męczarski. Stability and conditional Γ-minimaxity in Bayesian inference. Applicationes Mathematicae, Tome 22 (1993) no. 1, pp. 117-122. doi: 10.4064/am-22-1-117-122

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