publication . Article . 2004

Robust Bayes Forecasting For Grouped Binary Data With Known Distortion Interval

Pashkevich, M.;
Open Access English
  • Published: 01 Jan 2004
  • Publisher: Минск: БГУ
  • Country: Belarus
Abstract
The paper is devoted the problem of robust forecasting for the beta-mixed hierarchical models of grouped binary data in the case of stochastic additive distortions of binary observations. In the case of known lower and upper bounds of the distortion intervals, a new robust minimax Bayes predictor is developed. The performance of the proposed forecasting technique is validated by computer simulationtadata.
Subjects
free text keywords: :ОБЩЕСТВЕННЫЕ НАУКИ::Информатика [ЭБ БГУ]
Related Organizations
Download from
Any information missing or wrong?Report an Issue