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Contents of PMS, Vol. 1, Fasc. 1,
pages 15 - 27
 

MINIMA OF CONVEX INTEGRAL FUNCTIONALS AND UNBIASED ESTIMATION

Andrzej Kozek

Abstract: Necessary and sufficient conditions for the optimality of unbiased estimators in case of arbitrary finite convex loss functions are given. These conditions are derived from a theorem on subdif-ferentials of convex integral functionals on Orlicz spaces. The results obtained provide a basic tool for problems, concerning universal loss functions and considered in paper [12]. They are also related to Cramér-Rao type inequalities.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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