Abstract
This paper is concerned with the existence of minimax solutions in a decision theoretic model for continuous observations as described inIrle, Schmitz, [1914]. There is given a result on the existence of minimax solutions with constant time observation, followed by a discussion of the conditions which are used to prove the above statement.
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References
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Irle, A. Decision theory for continuous observations: Minimax solutions. Metrika 24, 163–168 (1977). https://doi.org/10.1007/BF01893402
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DOI: https://doi.org/10.1007/BF01893402