Statistical estimation of exponential-type functions: Admissibility and Tauberian theorems

DOI10.1006/JMAA.1995.1134zbMath0848.62005OpenAlexW1978507169MaRDI QIDQ1898950

Andrew. L. Rukhin

Publication date: 28 October 1996

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1995.1134

zbMATH Keywords

conjugate priorsgeneralized Bayes estimatorstwo-sided Laplace transformexponential growth functionexponential-type Tauberian theoremfunction of unknown normal mean

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Tauberian theorems (40E05)

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