What has the author Benjamin Zehnwirth written?

Answer 1

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