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Zapiski Nauchnykh Seminarov LOMI, 1979, Volume 87, Pages 62–73
(Mi znsl2971)
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This article is cited in 1 scientific paper (total in 1 paper)
The stability of the problem of statistical estimation and a choice of the loss function
L. B. Klebanov
Abstract:
In the article there is given the definition of the stability of the problem of statistical estimation. We prove that if the set of all symmetrical statistics form a complete class tnen the problem of statistical estimation is non-stable when the loss function of the form $W(\gamma^*,\gamma)=V(\gamma^*-\gamma)$ is used. Also there are given some examples of loss functions for which the.problem of statistical estimation is stable.
Citation:
L. B. Klebanov, “The stability of the problem of statistical estimation and a choice of the loss function”, Studies in mathematical statistics. Part 3, Zap. Nauchn. Sem. LOMI, 87, "Nauka", Leningrad. Otdel., Leningrad, 1979, 62–73; J. Soviet Math., 17:6 (1981), 2255–2264
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https://www.mathnet.ru/eng/znsl2971 https://www.mathnet.ru/eng/znsl/v87/p62
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Abstract page: | 165 | Full-text PDF : | 69 |
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