|
This article is cited in 1 scientific paper (total in 1 paper)
Bayesian estimates, stable with respect to the choice of the loss function
L. B. Klebanov Leningrad Civil Engineering Institute
Abstract:
A family of distributions is defined for which the generalized Bayesian estimate of a real parameter $\theta$, constructed according to the repeated choice, does not depend on the choice of the even convex loss function from a sufficiently wide class. It is shown that these families are a subclass of the exponential families with a sufficient statistic for the parameter $\theta$ of rank two.
Received: 26.10.1975
Citation:
L. B. Klebanov, “Bayesian estimates, stable with respect to the choice of the loss function”, Mat. Zametki, 23:2 (1978), 327–334; Math. Notes, 23:2 (1978), 175–179
Linking options:
https://www.mathnet.ru/eng/mzm8147 https://www.mathnet.ru/eng/mzm/v23/i2/p327
|
Statistics & downloads: |
Abstract page: | 340 | Full-text PDF : | 118 | First page: | 1 |
|