Abstract
This paper generalizes a result bySapozhnikov relating the structure of the optimal σ-field in unbiased estimation to the reducibility of certain linear subspaces of estimators. For this purpose, the concept of a measurable support of (uncountably infinite) sets consisting of random variables is introduced, which could be of general interest. It turns out, that for a wide class of measure spaces, measurable supports of any subsets of measurable functions exist.
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