ON OBJECTIVE AND STRONG OBJECTIVE CONSISTENT ESTIMATES OF UNKNOWN PARAMETERS FOR STATISTICAL STRUCTURES IN A POLISH GROUP ADMITTING AN INVARIANT METRIC
English

2015 Journal of Statistics: Advances in Theory and Application  
By using the notion of a Haar ambivalent set introduced by Balka, Buczolich and Elekes (2012), essentially new classes of statistical structures having objective and strong objective estimates of unknown parameters are introduced in a Polish non-locally-compact group admitting an invariant metric and relations between them are studied in this paper. An example of such a weakly separated statistical structure is constructed for which a question asking " whether there exists a consistent estimate
more » ... of an unknown parameter" is not solvable within the theory (ZF) & (DC). A question asking " whether there exists an objective consistent estimate of an unknown parameter for any statistical structure in a non-locally compact Polish group with an invariant metric when subjective one exists" is answered positively when there exists at least one such a parameter the pre-image of which under this subjective estimate is a prevalent. These results extend recent results of authors. Some examples of objective and strong objective consistent estimates in a compact Polish group {0; 1}^N are considered in this paper.
doi:10.18642/jsata_7100121469 fatcat:b6j7n3wj5beklc6v4ts3h6paw4