An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior

DOI10.1016/J.JMVA.2009.02.012zbMath1163.62004OpenAlexW2044612464MaRDI QIDQ1026370

Yuzo Maruyama

Publication date: 24 June 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.02.012

zbMATH Keywords

admissibilityregularly varying functionspherically symmetric distributionharmonic prior

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

Related Items (3)

A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors ⋮ Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale ⋮ Unnamed Item

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
• The Admissibility of Pitman's Estimator of a Single Location Parameter
• Admissibility: Survey of a Concept in Progress
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Sufficient Conditions for the Admissibility Under Squared Errors Loss of Formal Bayes Estimators
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
• On Minimax Statistical Decision Procedures and their Admissibility
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