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Constant-risk limit-of-Bayes-risk criterion

If a rule has constant risk and a sequence of priors has Bayes risks tending to , then the rule is minimax. Every competing rule has worst-case risk at least every one of those Bayes risks.

Ancestors (7)

  1. Minimax decision rule
  2. Statistical decision theory
  3. Statistical inference
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
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