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Mat. Zametki, 1978, Volume 23, Issue 2, Pages 327–334 (Mi mz8147)  

Bayesian estimates, stable with respect to the choice of the loss function

L. B. Klebanov

Leningrad Civil Engineering Institute

Abstract: A family of distributions is defined for which the generalized Bayesian estimate of a real parameter $\theta$, constructed according to the repeated choice, does not depend on the choice of the even convex loss function from a sufficiently wide class. It is shown that these families are a subclass of the exponential families with a sufficient statistic for the parameter $\theta$ of rank two.

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English version:
Mathematical Notes, 1978, 23:2, 175–179

Bibliographic databases:

UDC: 519.2
Received: 26.10.1975

Citation: L. B. Klebanov, “Bayesian estimates, stable with respect to the choice of the loss function”, Mat. Zametki, 23:2 (1978), 327–334; Math. Notes, 23:2 (1978), 175–179

Citation in format AMSBIB
\Bibitem{Kle78}
\by L.~B.~Klebanov
\paper Bayesian estimates, stable with respect to the choice of the loss function
\jour Mat. Zametki
\yr 1978
\vol 23
\issue 2
\pages 327--334
\mathnet{http://mi.mathnet.ru/mz8147}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=494650}
\zmath{https://zbmath.org/?q=an:0403.62010|0382.62004}
\transl
\jour Math. Notes
\yr 1978
\vol 23
\issue 2
\pages 175--179
\crossref{https://doi.org/10.1007/BF01153163}


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