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Bayes estimation with spherically symmetric, convex loss

✍ Scribed by Dale Umbach


Publisher
Springer Japan
Year
1981
Tongue
English
Weight
363 KB
Volume
33
Category
Article
ISSN
0020-3157

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Consider a family of probability distributions which is invariant under a group of transformations. In this paper, we define an optimality criterion with respect to an arbitrary convex loss function and we prove a characterization theorem for an equivariant estimator to be optimal. We illustrate thi