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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1979 Volume 87, Pages 62–73 (Mi znsl2971)

This article is cited 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.

UDC: 519.2


 English version:
Journal of Soviet Mathematics, 1981, 17:6, 2255–2264

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