Statistische Entscheidungsprobleme mit nichtkompaktem Aktionenraum.
Statistische Interferenz und strategisches Spiel.
Stein estimation for infinitely divisible laws
Unbiased risk estimation, à la Stein, is studied for infinitely divisible laws with finite second moment.
Stopping problems as special statistical decision problems
Subset selection of the largest location parameter based on -estimates
The problem of selecting a subset of polulations containing the population with the largest location parameter is considered. As a generalization of selection rules based on sample means and on sample medians, a rule based on -estimates of location is proposed. This rule is strongly monotone and minimax, the risk being the expected subset size, provided the underlying density has monotone likelihood ratio. The problem of fulfilling the -condition is solved explicitly only asymptotically, under...
Systematic estimation and prediction for processes with bounded sum