Stability and conditional Γ-minimaxity in Bayesian inference
Volume 22 / 1993
Applicationes Mathematicae 22 (1993), 117-122
DOI: 10.4064/am-22-1-117-122
Abstract
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.
