|
Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 3, Pages 535–546
(Mi tvp2726)
|
|
|
|
This article is cited in 7 scientific papers (total in 8 papers)
On moments of generalized Bayessian estimators and maximum likelihood estimators
I. A. Ibragimova, R. Z. Khas'minskiib a Leningrad
b Moscow
Abstract:
The main results of this paper are the Theorems 1 and 2 and in particular, inequali ties (3.2). These theorems consider properties of the Bayessian estimates $\widetilde\theta_n$ for a wide class of a priory densities and cost functions. Precise conditions are formulated in Section 2 (see conditions A$_1$–A$_3$, Б$_1$–Б$_5$). Analogous theorems are proved in Section 7 for the maximum likelihood estimate under some additional conditions.
Received: 16.05.1972
Citation:
I. A. Ibragimov, R. Z. Khas'minskii, “On moments of generalized Bayessian estimators and maximum likelihood estimators”, Teor. Veroyatnost. i Primenen., 18:3 (1973), 535–546; Theory Probab. Appl., 18:3 (1974), 508–520
Linking options:
https://www.mathnet.ru/eng/tvp2726 https://www.mathnet.ru/eng/tvp/v18/i3/p535
|
Statistics & downloads: |
Abstract page: | 259 | Full-text PDF : | 123 |
|