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Characterization of loss functions in statistical theory of estimation

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Abstract

The conditions are ascertained that are imposed on the loss function by the properties of completeness of a class of symmetrical (with respect to the elements of a repeated sample) estimators, or of a class of estimators that depend on an observation only via a sufficient statistic. Some related conditions are also considered.

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Authors
  1. L. B. Klebanov
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Additional information

Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 53, pp. 130–141, 1975.

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Klebanov, L.B. Characterization of loss functions in statistical theory of estimation. J Math Sci 12, 237–246 (1979). https://doi.org/10.1007/BF01262722

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  • DOI: https://doi.org/10.1007/BF01262722

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