On the minimax decision rules in ranking problems

Naveen K. Bansal, Neeraj Misra and Edward C. van der Meulen

Statistics & Probability Letters, 1997, vol. 34, issue 2, 179-186

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.

Keywords: Correct; decision; Decision; rules; Elliptically; symmetric; distributions; Minimax; value; Natural; decision; rule; Ranking (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (1)

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