scientific article; zbMATH DE number 482612
From MaRDI portal
Publication:4274883
zbMath0805.62030MaRDI QIDQ4274883
Andrey Novikov, Igor N. Volodin
Publication date: 26 May 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
regular estimatorsmaximum likelihood estimatorlikelihood ratio processasymptotically minimum d-riskconditional mean of the loss functiond-posterior riskuniformly minimum d-risks
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10)
Related Items (7)
On the d-posterior approach to the multiple testing problem ⋮ Empirical Estimate with Uniformly Minimal d-Risk for Bernoulli Trials Success Probability ⋮ Empirical estimates with minimal \(d\)-risk for discrete exponential families ⋮ D-guaranteed discrimination of statistical hypotheses: a review of results and unsolved problems ⋮ Estimates with Asymptotically Uniformly Minimal $d$-Risk ⋮ Estimation of the mean value for the normal distribution with constraints on \(d\)-risk ⋮ Asymptotic expansion of d-risks for hypothesis testing in Bernoulli scheme
This page was built for publication:
