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Unbiased estimates and convex loss functions

✍ Scribed by L. B. Klebanov


Publisher
Springer US
Year
1978
Tongue
English
Weight
602 KB
Volume
9
Category
Article
ISSN
1573-8795

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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