Measurable supports, reducible spaces and the structure of the optimal \(\sigma\)-field in unbiased estimation (Q1068476)
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English | Measurable supports, reducible spaces and the structure of the optimal \(\sigma\)-field in unbiased estimation |
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Measurable supports, reducible spaces and the structure of the optimal \(\sigma\)-field in unbiased estimation (English)
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1986
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This paper generalizes a result by \textit{P. N. Sapozhnikov} [Teor. Veroyatn. Primen. 23, 836-842 (1978; Zbl 0407.62016); English translation in Theory Probab. Appl. 23, 805-811 (1979)] relating the structure of the optimal \(\sigma\)-field in unbiased estimation to the reducibility of certain linear subspaces of estimators. For this purpose, the concept of a measurable support of (uncountably infinite) sets consisting of random variables is introduced, which could be of general interest. It turns out, that for a wide class of measure spaces, measurable supports of any subsets of measurable functions exist.
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reducible spaces
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optimal sigma fields
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unbiased estimation
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linear subspaces of estimators
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measurable support
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measure spaces
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