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Technical Note—A Recursion Algorithm for Finding Pure Admissible Decision Functions in Statistical Decisions

Herbert Moskowitz
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Herbert Moskowitz: Purdue University, West Lafayette, Indiana

Operations Research, 1975, vol. 23, issue 5, 1037-1042

Abstract: This note develops a recursion algorithm for finding the set of ordinally admissible decision functions in statistical decision problems when such functions have a Cartesian product structure. An example is used to demonstrate the computations. The generality of the algorithm is discussed briefly, and some computational experience is presented.

Date: 1975
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