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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 1, Pages 175–179
(Mi tvp3172)
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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
On invariance of Bayes estimates for generalized random variables
V. V. Buldygin Kiev
Abstract:
The conditional expectation is shown to be the best estimate for a wide class of risk functions in the Bayes scheme for Gaussian random variables in a separable Banach space.
Received: 08.05.1975
Citation:
V. V. Buldygin, “On invariance of Bayes estimates for generalized random variables”, Teor. Veroyatnost. i Primenen., 22:1 (1977), 175–179; Theory Probab. Appl., 22:1 (1977), 172–175
Linking options:
https://www.mathnet.ru/eng/tvp3172 https://www.mathnet.ru/eng/tvp/v22/i1/p175
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