On a functional equation appearing in characterization of distributions by the optimality of an estimate - Archive ouverte HAL Access content directly
Preprints, Working Papers, ... Year : 2013

On a functional equation appearing in characterization of distributions by the optimality of an estimate

Abstract

Let X be a second countable locally compact Abelian group containing no subgroup topologically isomorphic to the circle group T. Let (\mu_\theta) be a family of probability laws. An optimal estimate of the parameter \theta exists iff the characteristic function of \mu verifies a functional equation. We solve this equation: \mu is a convolution of a Gaussian distribution and a distribution supported in the subgroup of X generated by elements of order 2.
Fichier principal
Vignette du fichier
Feldman_Graczyk_preprint.pdf (195.11 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-00865938 , version 1 (25-09-2013)

Identifiers

  • HAL Id : hal-00865938 , version 1

Cite

G.M. Feldman, Piotr Graczyk. On a functional equation appearing in characterization of distributions by the optimality of an estimate. 2013. ⟨hal-00865938⟩
82 View
100 Download

Share

Gmail Facebook X LinkedIn More