Asymptotic distribution of the conditional regret risk for selecting good exponential populations.
Shanti S. GuptaFriedrich LiesePublished in: Kybernetika (2000)
Keyphrases
- worst case
- laplace transform
- random variables
- risk measures
- random field model
- conditional distributions
- data distribution
- risk management
- large deviations
- power law
- risk assessment
- conditional distribution
- expected error
- asymptotically optimal
- risk factors
- learning algorithm
- spatial distribution
- steady state
- loss function
- probability distribution
- probabilistic model