Geodesic
On moments of generalized Bayessian estimators and maximum likelihood estimators
Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 3, pp. 535-546

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The main results of this paper are the Theorems 1 and 2 and in particular, inequali ties (3.2). These theorems consider properties of the Bayessian estimates $\widetilde\theta_n$ for a wide class of a priory densities and cost functions. Precise conditions are formulated in Section 2 (see conditions A$_1$–A$_3$, Б$_1$–Б$_5$). Analogous theorems are proved in Section 7 for the maximum likelihood estimate under some additional conditions. 
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     author = {I. A. Ibragimov and R. Z. Khas'minskii},
     title = {On moments of generalized {Bayessian} estimators and maximum likelihood estimators},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     publisher = {mathdoc},
     volume = {18},
     number = {3},
     year = {1973},
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     url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_3_a8/}
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I. A. Ibragimov; R. Z. Khas'minskii. On moments of generalized Bayessian estimators and maximum likelihood estimators. Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 3, pp. 535-546. http://geodesic.mathdoc.fr/item/TVP_1973_18_3_a8/