Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 3, pp. 535-546
Citer cet article
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/
@article{TVP_1973_18_3_a8,
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},
pages = {535--546},
year = {1973},
volume = {18},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_3_a8/}
}
TY - JOUR
AU - I. A. Ibragimov
AU - R. Z. Khas'minskii
TI - On moments of generalized Bayessian estimators and maximum likelihood estimators
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1973
SP - 535
EP - 546
VL - 18
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1973_18_3_a8/
LA - ru
ID - TVP_1973_18_3_a8
ER -
%0 Journal Article
%A I. A. Ibragimov
%A R. Z. Khas'minskii
%T On moments of generalized Bayessian estimators and maximum likelihood estimators
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1973
%P 535-546
%V 18
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1973_18_3_a8/
%G ru
%F TVP_1973_18_3_a8
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.
