Invariantly Optimal Curve Estimators with Respect to Integrated Mean Error Risk

Wolfgang Wertz
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Wolfgang Wertz: Technische Universität Wien

A chapter in Probability and Statistical Inference, 1982, pp 373-384 from Springer

Abstract: Abstract For invariant problems of curve estimation an explicit solution for constructing an invariantly optimal estimator is given; the underlying loss is the integrated absolute error. Under some conditions, the obtained estimators are shown to be generalized Bayes estimators. Further some examples are given, and these solutions are compared with the corresponding ones for integrated square error as a loss.

Date: 1982
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-009-7840-9_35

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DOI: 10.1007/978-94-009-7840-9_35

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