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Elimination of randomization and hunt-stein type theorems in invariant statistical decision problems

 

作者: HARALD Luschgy,  

 

期刊: Statistics  （Taylor Available online 1987）
卷期: Volume 18, issue 1  

页码: 99-111

 

ISSN:0233-1888

 

年代: 1987

 

DOI:10.1080/02331888708801995

 

出版商: Akademie-Verlag

 

关键词: 62 A 05;62 C 07;62 C 20;Invariant decision problems;elimination of randomization;convexity theorem of LYAPUNOV type;equivariant A-minimax decision rules

 

数据来源: Taylor

 

摘要:

Suppose a decision problem is invariant under the action of a group. We prove some general results on the essential completeness of the nonrandomized equivariant decision rules in the set of all equivariant rules under convexity conditions for possibily infinite dimensional decision spaces and on the risk-equivalence of both sets in a LYAPUNOV type setting. Furthermore, HUNT-STEIN type theorems on the existence of equivariant A-minimax rules are derived.

 

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