Geodesic
On randomized estimation for discrete parameter spaces
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 195-200

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In this paper, the problem of estimating a discrete parameter is considered. A complete class of randomized procedures for an arbitrary convex loss function is constructed. Necessary conditions for admissibility of the randomized procedures are formulated. The problem of optimal unbiased randomized estimation in the case of existence of a complete sufficient statistic is solved. 
@article{TVP_1976_21_1_a21,
     author = {A. M. Ger\v{s}anov and S. K. \v{S}amroni},
     title = {On randomized estimation for discrete parameter spaces},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {195--200},
     publisher = {mathdoc},
     volume = {21},
     number = {1},
     year = {1976},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a21/}
}
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A. M. Geršanov; S. K. Šamroni. On randomized estimation for discrete parameter spaces. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 195-200. http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a21/