Estimation under G-invariant quasi-convex loss
نویسندگان
چکیده
منابع مشابه
Jensen’s Inequality for g-Convex Function under g-Expectation
A real valued function defined on R is called g–convex if it satisfies the following “generalized Jensen’s inequality” under a given g-expectation, i.e., h(E[X ]) ≤ E[h(X)], for all random variables X such that both sides of the inequality are meaningful. In this paper we will give a necessary and sufficient conditions for a C-function being g-convex. We also studied some more general situation...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1987
ISSN: 0047-259X
DOI: 10.1016/0047-259x(87)90081-9