Bayes estimation with spherically symmetric,convex loss |
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Authors: | Dale Umbach |
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Affiliation: | (1) Ball State University, USA |
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Abstract: | Summary It is desired to estimate a parameter with the loss function of the formL(θ, a)=W(‖θ−a‖), where is convex, differentiable, and non-decreasing. With this structure a characterization of Bayes estimators is given. Also it is noted that if the sample space, , for the observation,X, is a complete separable metric space then a Bayes estimator exists. |
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Keywords: | Bayes estimation spherically symmetric loss convex loss |
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