Asymptotic results in robust quasi-Bayesian estimation (Q1109450): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0047-259x(87)90158-8 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1967424157 / rank | |||
Normal rank |
Latest revision as of 10:17, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic results in robust quasi-Bayesian estimation |
scientific article |
Statements
Asymptotic results in robust quasi-Bayesian estimation (English)
0 references
1987
0 references
Let \(\theta\) be a real random variable with a known (a priori) distribution. The problem is to estimate \(\theta\) after observing \(X_ 1,...,X_ n\), when \(X_ 1-\theta\), \(X_ 2-\theta,...\), given \(\theta\), are independent, identically distributed random variables with a common distribution function F. It is known that F belongs to some family \({\mathcal F}\) of distributions on the real line. The author imposes a set of conditions on \({\mathcal F}\), including the existence of an asymptotically minimax sequence of estimators in the frequentist sense, and uses these estimators to construct asymptotically minimax Bayes estimators of \(\theta\) for bounded and unbounded loss functions.
0 references
M-estimators
0 references
L-estimators
0 references
location parameter
0 references
asymptotically minimax sequence of estimators
0 references
frequentist
0 references
asymptotically minimax Bayes estimators
0 references
bounded and unbounded loss functions
0 references
0 references