Betrò, Bruno; Ruggeri, Fabrizio Conditional \(\Gamma\)-minimax actions under convex losses. (English) Zbl 0800.62043 Commun. Stat., Theory Methods 21, No. 4, 1051-1066 (1992). Cited in 21 Documents MSC: 62C20 Minimax procedures in statistical decision theory 62C10 Bayesian problems; characterization of Bayes procedures PDFBibTeX XMLCite \textit{B. Betrò} and \textit{F. Ruggeri}, Commun. Stat., Theory Methods 21, No. 4, 1051--1066 (1992; Zbl 0800.62043) Full Text: DOI References: [1] Berger J., Robustness of Bayesian Analysis pp 63– (1984) [2] Berger J., Statistical Decision Theory and Bayesian Analysis (1985) · Zbl 0572.62008 [3] DOI: 10.1016/0378-3758(90)90079-A · Zbl 0747.62029 · doi:10.1016/0378-3758(90)90079-A [4] DasGupta A., Statist.Decisions 7 pp 333– (1989) [5] Ferguson T.S., Mathematical Statistics: A Decision-Theoretic Approach (1967) · Zbl 0153.47602 [6] DOI: 10.1016/0167-7152(91)90101-V · doi:10.1016/0167-7152(91)90101-V [7] DOI: 10.1080/03610929008830192 · Zbl 0900.62138 · doi:10.1080/03610929008830192 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.