Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/6849| Title: | Minimax Robustness of Bayesian Forecasting under Functional Distortions of Probability Densities |
| Authors: | Kharin, Alexey |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2002 |
| Abstract: | The problems of robustness in Bayesian forecasting are considered under distortions of the hypothetical probability densities. The expressions for the guaranteed upper risk functional are obtained and the robust prediction statistics under certain types of distortions are constructed. |
| URI: | http://elib.bsu.by/handle/123456789/6849 |
| Appears in Collections: | Статьи факультета прикладной математики и информатики |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Kharin_A-AJS_2002-1.pdf | 127,98 kB | Adobe PDF | View/Open |
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