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 Mat. Zametki: Year: Volume: Issue: Page: Find

 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

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}