A note on small-sample maximum probability estimation

DOI10.1016/0167-7152(86)90071-4MaRDI QIDQ1077830zbMATH OpenOpenAlexFDO

Authors Lionel Weiss

Publication date 1986

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(86)90071-4

zbMATH Keywords

Bayes decision rulemaximum probability estimatorexpected gain function

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

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Cites work

• On asymptotic sampling theory for distributions approaching the uniform distribution
• Small-sample properties of maximum probability estimators

Cited in

(4)

• On One Generalization of Chernov's Distance
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• scientific article; zbMATH DE number 4161919 (Why is no real title available?)
• Revisiting the optimal probability estimator from small samples for data mining

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