The optimal estimation of a discrete parameter
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 1, pp. 220-224
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In this paper the problem of Bayes' estimation of a discrete parameter is considered. A loss function is assumed to be convex. It is proved that the optimal nonrandomized estimator may be constructed by means of a special statistics.
@article{TVP_1979_24_1_a25,
author = {A. M. Ger\v{s}anov},
title = {The optimal estimation of a discrete parameter},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {220--224},
publisher = {mathdoc},
volume = {24},
number = {1},
year = {1979},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a25/}
}
A. M. Geršanov. The optimal estimation of a discrete parameter. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 1, pp. 220-224. http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a25/