Bansal, Naveen K.; Misra, Neeraj; Meulen, Edward C. van der - In: Statistics & Probability Letters 34 (1997) 2, pp. 179-186
For the risk measured by the probability of an incorrect decision and under mild assumptions on underlying distributions, the minimax value for a general ranking problem is obtained. A necessary condition for the minimaxity is also derived. Consequently, the minimaxity of natural decision rules,...