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Zapiski Nauchnykh Seminarov POMI, 2005, Volume 328, Pages 114–146
(Mi znsl310)
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Asymptotic optimality of the Bayes estimator on differentiable in quadratic mean models
H. Lhéritiera, R. Iasnogorodskib a Université d'Orléans
b St. Petersburg State University of Low Temperature and Food Technologies
Abstract:
This paper deals with the study of the Bayes estimator's
asymptotic properties on differentiable in quadratic mean
(DQM) models in the case of independent and identically
distributed observations. The investigation is led in order
to define weak assumptions on the model under which this
estimator is asymptotically efficient, regular and
asymptotically of minimal risk. The results of the paper
are applied to models based on a mixture distribution, the
Cauchy with location and scale parameter's and the Weibull's.
Received: 18.10.2005
Citation:
H. Lhéritier, R. Iasnogorodski, “Asymptotic optimality of the Bayes estimator on differentiable in quadratic mean models”, Probability and statistics. Part 9, Zap. Nauchn. Sem. POMI, 328, POMI, St. Petersburg, 2005, 114–146; J. Math. Sci. (N. Y.), 139:3 (2006), 6562–6581
Linking options:
https://www.mathnet.ru/eng/znsl310 https://www.mathnet.ru/eng/znsl/v328/p114
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Abstract page: | 136 | Full-text PDF : | 41 | References: | 40 |
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