Abstract
It is shown that in the general statistical decision problem [3], [4] where the loss function is lower semicontinuous and ‘maximal at infinity’ the set of statistical decision functions can be topologized such that it is compact and that the risk function is lower semicontinuous.
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Diese Note entstand während eines Aufenthalts an der Westfälischen Wilhelms-universität Münster
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Kindler, J. Statistische Entscheidungsprobleme mit nichtkompaktem Aktionenraum. Manuscripta Math 34, 255–263 (1981). https://doi.org/10.1007/BF01165539
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DOI: https://doi.org/10.1007/BF01165539