On the minimax decision rules in ranking problems

For the risk measured by the probability of an incorrect decision and under mild assumptions on underlying distributions, the minimax value for a general ranking problem is obtained. A necessary condition for the minimaxity is also derived. Consequently, the minimaxity of natural decision rules, for location and scale probability models, is proved. Minimaxity of natural decision rules for elliptically symmetric distributions is also studied.

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Year of publication:	1997
Authors:	Bansal, Naveen K. ; Misra, Neeraj ; Meulen, Edward C. van der
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 34.1997, 2, p. 179-186
Publisher:	Elsevier
Keywords:	Correct decision Decision rules Elliptically symmetric distributions Minimax value Natural decision rule Ranking

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005254550