Statistical estimation of exponential-type functions: Admissibility and Tauberian theorems (Q1898950)

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scientific article; zbMATH DE number 801005
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    Statistical estimation of exponential-type functions: Admissibility and Tauberian theorems
    scientific article; zbMATH DE number 801005

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      Statistical estimation of exponential-type functions: Admissibility and Tauberian theorems (English)
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      28 October 1996
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      We study the statistical estimation problem of a function of unknown normal mean whose logarithm is a quadratic polynomial. One of the main objectives is to exhibit the relationship between this problem and \textit{Y. Kasahara's} [J. Math. Kyoto Univ. 18, 209-219 (1978; Zbl 0421.40009)] exponential-type Tauberian theorem which leads to admissibility criteria for traditional estimators. Another goal is to investigate the admissibility condition in this problem for generalized Bayes estimators against conjugate priors.
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      exponential growth function
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      two-sided Laplace transform
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      function of unknown normal mean
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      exponential-type Tauberian theorem
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      generalized Bayes estimators
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      conjugate priors
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