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Title: Application of Unbiased Estimators to Group Classification Risk Estimation

Abstract

We consider the problem of construction of point and interval estimators for the Bayesian risk of a group classification decision rule provided that the elements of training samples have distributions belonging to the same one-parameter exponential family. We propose a solution to this problem using the asymptotic normality and efficiency of an unbiased risk estimator. An example of application of the obtained theoretical results is given.

Authors:
;  [1]
  1. Perm State University (Russian Federation)
Publication Date:
OSTI Identifier:
22771598
Resource Type:
Journal Article
Journal Name:
Journal of Mathematical Sciences
Additional Journal Information:
Journal Volume: 228; Journal Issue: 5; Conference: International seminar on stability problems for stochastic models, Zakopane (Poland), 31 May - 5 Jun 2009; Other Information: Copyright (c) 2018 Springer Science+Business Media, LLC, part of Springer Nature; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA); Journal ID: ISSN 1072-3374
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICAL METHODS AND COMPUTING; ASYMPTOTIC SOLUTIONS; HAZARDS; RISK ASSESSMENT; STATISTICAL MODELS

Citation Formats

Babushkina, E. V., E-mail: helvad@yandex.ru, and Chichagov, V.V., E-mail: chichagov@psu.ru. Application of Unbiased Estimators to Group Classification Risk Estimation. United States: N. p., 2018. Web. doi:10.1007/S10958-017-3636-5.
Babushkina, E. V., E-mail: helvad@yandex.ru, & Chichagov, V.V., E-mail: chichagov@psu.ru. Application of Unbiased Estimators to Group Classification Risk Estimation. United States. doi:10.1007/S10958-017-3636-5.
Babushkina, E. V., E-mail: helvad@yandex.ru, and Chichagov, V.V., E-mail: chichagov@psu.ru. Thu . "Application of Unbiased Estimators to Group Classification Risk Estimation". United States. doi:10.1007/S10958-017-3636-5.
@article{osti_22771598,
title = {Application of Unbiased Estimators to Group Classification Risk Estimation},
author = {Babushkina, E. V., E-mail: helvad@yandex.ru and Chichagov, V.V., E-mail: chichagov@psu.ru},
abstractNote = {We consider the problem of construction of point and interval estimators for the Bayesian risk of a group classification decision rule provided that the elements of training samples have distributions belonging to the same one-parameter exponential family. We propose a solution to this problem using the asymptotic normality and efficiency of an unbiased risk estimator. An example of application of the obtained theoretical results is given.},
doi = {10.1007/S10958-017-3636-5},
journal = {Journal of Mathematical Sciences},
issn = {1072-3374},
number = 5,
volume = 228,
place = {United States},
year = {2018},
month = {2}
}