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Zapiski Nauchnykh Seminarov LOMI, 1980, Volume 98, Pages 48–60 (Mi znsl3285)  

About properties of some random processes arising in the theory of statistical estimation

M. S. Ermakov
Abstract: In the paper some conclusions about properties of statistical estimates are made on the base of analises of stochastic process realization. Particularly it is proved that the optimal equivariant plans of sequential estimation with stopping time moment $\tau$ under the conlition $E\tau=n$ are better then optimal equivariant estimates or location parameter for sample of size $n$, in the case or large values $n$. It is suggested, that density has singularities of first or second tipe.
English version:
Journal of Soviet Mathematics, 1983, Volume 21, Issue 1, Pages 31–39
DOI: https://doi.org/10.1007/BF01091454
Bibliographic databases:
UDC: 519.281
Language: Russian
Citation: M. S. Ermakov, “About properties of some random processes arising in the theory of statistical estimation”, Studies in mathematical statistics. Part IV, Zap. Nauchn. Sem. LOMI, 98, "Nauka", Leningrad. Otdel., Leningrad, 1980, 48–60; J. Soviet Math., 21:1 (1983), 31–39
Citation in format AMSBIB
\Bibitem{Erm80}
\by M.~S.~Ermakov
\paper About properties of some random processes arising in the theory of statistical estimation
\inbook Studies in mathematical statistics. Part~IV
\serial Zap. Nauchn. Sem. LOMI
\yr 1980
\vol 98
\pages 48--60
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl3285}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=591861}
\zmath{https://zbmath.org/?q=an:0459.62024|0507.62027}
\transl
\jour J. Soviet Math.
\yr 1983
\vol 21
\issue 1
\pages 31--39
\crossref{https://doi.org/10.1007/BF01091454}
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