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THE REDUCTION OF RISKS FOR SET-VALUED ESTIMATORS |
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| Authors: | H. Meister O. Moeschlin |
| Affiliation: | Department of Mathematics and Computer Sciences University of Hagen, West Germany |
| Abstract: | An extension of the Theorem of Rao-Blackwell will be given for the case of set-valued estimators, its images being nonempty, compact-convex subsets of a certain Banach space. Moreover sufficiency will be characterized in connection with set-valued estimators by related point-valued functions. |
| Keywords: | set-valued estimators unbiasedness Bochner integral conditional expectation sufficiency Rao-Blackwell Theorem |