scientific article; zbMATH DE number 482612

zbMATH Open0805.62030MaRDI QIDQ4274883FDOQ4274883

Authors Andrey Novikov, Igor N. Volodin

Publication date 26 May 1994

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)

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Cited in

(12)

• On the d-posterior approach to the multiple testing problem
• Empirical estimates with minimal \(d\)-risk for discrete exponential families
• Minimax estimation of corresponding risks of statistical models
• Empirical estimate with uniformly minimal \(d\)-risk for Bernoulli trials success probability
• The Investigation of Risk for Statistical Classifiers Using Minimum Estimators
• scientific article; zbMATH DE number 14299 (Why is no real title available?)
• 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
• D-guaranteed discrimination of statistical hypotheses: a review of results and unsolved problems
• Estimates with Asymptotically Uniformly Minimal $d$-Risk
• Least empirical risk procedures in statistical inference
• Asymptotics of minimax mean-square risk of statistical estimators of spectral density in the space \(L_ 2\)

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