scientific article; zbMATH DE number 482612

zbMATH Open0805.62030MaRDI QIDQ4274883FDOQ4274883

Authors: Andrey Novikov, Igor N. Volodin 

Publication date: 26 May 1994

Title of this publication is not available (Why is that?)

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zbMATH Keywords

maximum likelihood estimatorregular estimatorslikelihood ratio processasymptotically minimum d-riskconditional mean of the loss functiond-posterior riskuniformly minimum d-risks

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Bayesian problems; characterization of Bayes procedures (62C10)

Cited In (12)

• Title not available (Why is that?)
• Empirical Estimate with Uniformly Minimal d-Risk for Bernoulli Trials Success Probability
• Least empirical risk procedures in statistical inference
• Minimax estimation of corresponding risks of statistical models
• Asymptotic expansion of d-risks for hypothesis testing in Bernoulli scheme
• Estimation of the mean value for the normal distribution with constraints on \(d\)-risk
• Estimates with Asymptotically Uniformly Minimal $d$-Risk
• Empirical estimates with minimal \(d\)-risk for discrete exponential families
• On the d-posterior approach to the multiple testing problem
• D-guaranteed discrimination of statistical hypotheses: a review of results and unsolved problems
• Asymptotics of minimax mean-square risk of statistical estimators of spectral density in the space \(L_ 2\)
• The Investigation of Risk for Statistical Classifiers Using Minimum Estimators

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