Statistics & Decisions, Volumes 9-10Akademische Verlagsgesellschaft, 1991 - Mathematical statistics |
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A₁ admissible analysis approximation assume assumption asymptotic optimality Bayes estimator Bayes risk Bayesian bounded Brownian bridge condition consider convergence convex Corollary defined denote density Department of Mathematics Department of Statistics distribution function equivariant estimators example exponential distribution exponential families finite gamma distribution Germany Prof Ghosh given Hence implies independent inequality Lemma likelihood linear loss function Math metric minimax minimax estimator multivariate München normal numbers obtain Oldenbourg Verlag P₁ paper parameter space Poisson posterior prior distribution probability measures probability metrics problem procedures proof of Theorem Rachev random variables regression respect result risk function sample satisfies Section sequence sequential squared error loss statistical decision stochastic Theorem 3.1 theory U.S.A. Prof unbiased Univ University variance vector X₁ Yn+1 Σ Σ