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Improving the RHC-strategy

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Abstract

It is well known that the RHC-strategy is inadmissible. For example, Rao-Blackwellization yields a strategy which has uniformly smaller risk than the RHC-strategy. The complicated form of the Blackwellized RHC-strategy as well as its inadmissibility is a disadvantage of this strategy. We propose a new strategy which has also uniformly smaller risk than the RHC-strategy. Some optimality results are derived.

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Gabler, S., Stenger, H. Improving the RHC-strategy. Stat Papers 36, 327–336 (1995). https://doi.org/10.1007/BF02926046

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  • DOI: https://doi.org/10.1007/BF02926046

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