Publications [#326645] of Robert L. Winkler
Papers Published
- Winkler, RL. "A decision-theoretic approach to interval estimation." Journal of the American Statistical Association 67.337 (January, 1972): 187-191. [doi]
(last updated on 2026/01/16)Abstract:
Under an appropriate loss function, interval estimation may be regarded as a Bayesian decision-making procedure in which the objective is to find an interval that minimizes expected loss. For various loss functions, the behavior of the optimal interval is investigated, a comparison is made with the usual non-decision-theoretic interval estimates, and applications and examples are discussed. © Taylor & Francis Group, LLC.