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Asymptotic results in robust quasi-bayesian estimation

Authors :
Ya'acov Ritov
Source :
Journal of Multivariate Analysis. 23(2):290-302
Publication Year :
1987
Publisher :
Elsevier BV, 1987.

Abstract

Let Θ be a real random variable with a known (a priori) distribution. Let the observations given Θ be iid with a common distributionF0(·)=F(·−0)F is known to belong to some family of distributions on the real line. We find estimators of Θ which are asymptotically minimax for two types of loss functions.

Details

ISSN :
0047259X
Volume :
23
Issue :
2
Database :
OpenAIRE
Journal :
Journal of Multivariate Analysis
Accession number :
edsair.doi.dedup.....c77df02af32d9811753738de2d04c847
Full Text :
https://doi.org/10.1016/0047-259x(87)90158-8