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Maximum probability estimators with a general loss function

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Probability and Information Theory

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 89))

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References

  1. L. Weiss and J. Wolfowitz—“Maximum probability estimators” Ann. Inst. Stat. Math. 19, No. 2 (1967), 193–206.

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  2. L. Weiss and J. Wolfowitz—“Generalized maximum likelihood estimators” Teoriya Vyeroyatnostey, 11, No. 1 (1966), 68–93.

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  3. J. Wolfowitz—“Asymptotic efficiency of the maximum likelihood estimator” Teoriya Vyeroyatnostey, 10, No. 2 (1965), 267–281.

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  4. A. Wald—“Note on the consistency of the maximum likelihood estimate” Ann. Math. Stat., 20, No. 4 (1949), 595–600.

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  5. H. Cramér—“Mathematical methods of statistics” Princeton University Press, 1946, Princeton, N. J.

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  6. S. Kaufman—“Asymptotic efficiency of the maximum likelihood estimator” Ann. Inst. Stat. Math. 18, No. 2 (1966), 155–178.

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  7. A. Wald “Asymptotic minimax solutions of sequential point estimation problems” Proc. Second Berkeley Symposium on Mathematical Statistics and Probability, 1950. Berkeley and Los Angeles, University of California Press, 1951.

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M. Behara K. Krickeberg J. Wolfowitz

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© 1969 Springer-Verlag

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Weiss, L., Wolfowitz, J. (1969). Maximum probability estimators with a general loss function. In: Behara, M., Krickeberg, K., Wolfowitz, J. (eds) Probability and Information Theory. Lecture Notes in Mathematics, vol 89. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0079130

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  • DOI: https://doi.org/10.1007/BFb0079130

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  • Print ISBN: 978-3-540-04608-0

  • Online ISBN: 978-3-540-36098-8

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