On-line maximum likelihood prediction with respect to general loss functions
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/3-540-59119-2_170.pdf
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4. Berger, J.O.: Statistical Decision Theory and Bayesian Analysis. Springer Verlag (1980).
5. Cencov, N.N. Evaluation of an unknown distribution density from observations. Soviet Math. 3 (1962) 1559–1562.
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