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- W2033572064 abstract "A broad class of statistical decision problems are solved by minimax procedures which are Bayes with respect to discrete least favorable prior distributions. A general algorithm for specifying such distributions is presented which exploits the statistical properties of minimax procedures. The algorithm is demonstrated by characterizing the procedure which simultaneously minimizes a Bayes risk and a maximum risk under different loss functions in a simple multi-objective decision problem." @default.
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- W2033572064 title "Numerical Specification of Discrete Least Favorable Prior Distributions" @default.
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- W2033572064 doi "https://doi.org/10.1137/0908028" @default.
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