Optimal unbiased estimation for maximal distribution  

作　　者：Hanqing Jin Shige Peng 

机构地区：[1]Mathematical Institute,Oxford University,Oxford,OX12JD,United Kingdom [2]School of Mathematics,Shandong University,Jinan 250100,Shandong,China

出　　处：《Probability, Uncertainty and Quantitative Risk》2021年第3期189-198,共10页概率、不确定性与定量风险（英文）

基　　金：This research is partially supported by Zhongtai Institute of Finance,Shandong University,Tian Yuan Fund of the National Natural Science Foundation of China(Grant Nos.L1624032.and 11526205)and Chinese SAFEA(111 Project)(Grant No.B12023).

摘　　要：Unbiased estimation for parameters of maximal distribution is a fundamental problem in the statistical theory of sublinear expectations.In this paper,we proved that the maximum estimator is the largest unbiased estimator for the upper mean and the minimum estimator is the smallest unbiased estimator for the lower mean.

关 键 词：Sublinear expectations Maximal distributions Optimal unbiased estimation 

分 类 号：O17[理学—数学]