IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v34y1997i2p179-186.html
   My bibliography  Save this article

On the minimax decision rules in ranking problems

Author

Listed:
  • Bansal, Naveen K.
  • Misra, Neeraj
  • van der Meulen, Edward C.

Abstract

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.

Suggested Citation

  • Bansal, Naveen K. & Misra, Neeraj & van der Meulen, Edward C., 1997. "On the minimax decision rules in ranking problems," Statistics & Probability Letters, Elsevier, vol. 34(2), pages 179-186, June.
    • Handle: RePEc:eee:stapro:v:34:y:1997:i:2:p:179-186
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(96)00180-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Misra Neeraj & Dhariyal Ishwari D., 1994. "Non-Minimaxity Of Natural Decision Rules Under Heteroscedasticity," Statistics & Risk Modeling, De Gruyter, vol. 12(1), pages 79-90, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bansal Naveen K., 2007. "Decision theoretic Bayesian hypothesis testing with the selection goal," Statistics & Risk Modeling, De Gruyter, vol. 25(1/2007), pages 1-21, January.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Naveen Bansal & Sudhir Gupta, 1997. "On the natural selection rule in general linear models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 46(1), pages 59-69, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:34:y:1997:i:2:p:179-186. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.