ACCURACY OF APPROXIMATION OF BAYES ESTIMATES IN THE PRESENCE OF NONINFORMATIVE PARAMETERS.

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作者
Trifonov, A.P.
Yenina, Ye.P.
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PROBABILITY;
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摘要
A method is proposed for construction of quasi-optimum estimates, based on an analysis of the asymptotic behavior of a multivariate a posteriori distribution. Asymptotically accurate (with increasing signal-to-noise ratio) formulas are derived for the computation of the mean-square error in approximation of a Bayes estimate by maximum likelihood estimation.
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页码:55 / 61
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