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Minimax credibility. (English) Zbl 0332.62034

MSC:
62G05 Nonparametric estimation
62P05 Applications of statistics to actuarial sciences and financial mathematics
62C10 Bayesian problems; characterization of Bayes procedures
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References:
[1] Blackwell D., Theory of games and statistical decisions (1954) · Zbl 0056.36303
[2] Bühlmann H., ASTIN Bulletin (1967)
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