On invariance of Bayes estimates for generalized random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 1, pp. 175-179
Cet article a éte moissonné depuis la source Math-Net.Ru
The conditional expectation is shown to be the best estimate for a wide class of risk functions in the Bayes scheme for Gaussian random variables in a separable Banach space.
@article{TVP_1977_22_1_a18,
author = {V. V. Buldygin},
title = {On invariance of {Bayes} estimates for generalized random variables},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {175--179},
year = {1977},
volume = {22},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a18/}
}
V. V. Buldygin. On invariance of Bayes estimates for generalized random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 1, pp. 175-179. http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a18/