Benjamin Zehnwirth has written:
'A Kalman filter approach to the theory of expectations' --
subject(s): Bayesian statistical decision theory, Rational
expectations (Economic theory)
'Invariant least favourable distributions' -- subject(s):
Bayesian statistical decision theory, Distribution (Probability
theory), Statistical decision
'A linear filtering theory approach to recursive credibility
estimation' -- subject(s): Estimation theory, Kalman filtering,
System analysis
'Credibility and the Dirichlet process' -- subject(s): Bayesian
statistical decision theory, Mathematical models, Risk
'W*-compactness of the class of sub-statistical decision rules
with applications to the generalised Hunt-Stein theorem' --
subject(s): Banach spaces, Bilinear forms, Statistical decision