Transfer theorems in exponential families
β Scribed by Abram Kagan
- Book ID
- 104301842
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 87 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
β¦ Synopsis
Some properties of linear statistics in regular exponential families are always transferrable from the generator to the whole family, some are never transferrable. The uncorrelatedness property for the whole class of linear statistics is transferrable if, and only if, the generator and, thus, the family is Gaussian.
π SIMILAR VOLUMES
The problem of estimating the unknown parameter of a one-parameter exponential family with the conjugate prior is considered. Some uncertainty about the prior is assumed by introducing a class of priors F. The most robust and conditional F-minimax estimators are constructed. The situations when thos