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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 1978 Volume 23, Issue 2, Pages 327–334 (Mi mzm8147)

This article is cited in 1 paper

Bayesian estimates, stable with respect to the choice of the loss function

L. B. Klebanov

Leningrad Civil Engineering Institute

Abstract: A family of distributions is defined for which the generalized Bayesian estimate of a real parameter $\theta$, constructed according to the repeated choice, does not depend on the choice of the even convex loss function from a sufficiently wide class. It is shown that these families are a subclass of the exponential families with a sufficient statistic for the parameter $\theta$ of rank two.

UDC: 519.2

Received: 26.10.1975


 English version:
Mathematical Notes, 1978, 23:2, 175–179

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