A Minimax and Admissible Subset Selection Rule for the Least Probable Multinomial Cell.
Roger L. Berger · 1979
In this paper a new subset selection rule for selecting a subset containing the least probable multinomial cell is defined. The rule is shown to be minimax and admissible in the class of rules which have a preassigned probability of at least P* of selecting the least probable cell provided that P* is sufficiently large. The loss used is the number of non-best cells selected. (Author)