Skip to main content
Log in

Statistische Entscheidungsprobleme mit nichtkompaktem Aktionenraum

  • Published:
manuscripta mathematica Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

Literatur

  1. ANGER, B. und H.BAUER: Mehrdimensionale Integration. De Gruyter (Sammlung Göschen) Berlin-New York 1976

    Google Scholar 

  2. BAUER, H.: Wahrscheinlichkeitstheorie und Grundzüge der Maßtheorie, W.de Gruyter, Berlin 1968

    Google Scholar 

  3. FARRELL,R.H.: Weak limits of Bayes procedures in estimation theory. In: Proc. Fifth Berkeley Symp. Math. Statist. Prob. 83–111 Univ. of California Press

  4. LE CAM, L.: An extension of Wald's theory of statistical decision functions. Ann. Math. Statist.26, 69–81 (1955)

    Google Scholar 

  5. KINDLER, J.: Minimaxtheoreme und das Integraldar-stellungsproblem. Manuscripta Math.29, 277–294 (1979)

    Google Scholar 

  6. KIRSCHNER, H.-P.: On the risk-equivalence of two methods of randomization in statistics. J. Multiv. Anal.6, 159–166 (1976)

    Google Scholar 

  7. KUDŌ, H.: On the property (W) of the class of statistical decision functions. Ann. Math. Statist.37, 1631–1642 (1966)

    Google Scholar 

  8. NÖLLE, G. und D. PLACHKY: Zur schwachen Folgenkompaktheit von Testfunktionen. Z. Wahrscheinlichkeitstheorie verw. Geb.8, 182–184 (1967)

    Google Scholar 

  9. WALD, A.: Statistical decision functions. Wiley, New York 1950

    Google Scholar 

  10. BALDER, E.J.: An extension of the usual model in statistical decision theory with applications to stochastic optimization problems. J. Multiv. Anal.10, 385–397 (1980)

    Google Scholar 

  11. KELLEY, J.L.: General topology. Van Nostrand. New York 1955

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Diese Note entstand während eines Aufenthalts an der Westfälischen Wilhelms-universität Münster

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kindler, J. Statistische Entscheidungsprobleme mit nichtkompaktem Aktionenraum. Manuscripta Math 34, 255–263 (1981). https://doi.org/10.1007/BF01165539

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01165539

Navigation