Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
From MaRDI portal
Publication:1075707
DOI10.1007/BF00332311zbMath0592.62009MaRDI QIDQ1075707
Publication date: 1986
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
potential theoryrecurrencemeansadmissibilityPoissonreversible Markov chainsimultaneous estimationDirichlet principlebirth-death chainsgeneralized Bayes procedure
Point estimation (62F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic potential theory (60J45) Admissibility in statistical decision theory (62C15)
Related Items (9)
Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter ⋮ Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases ⋮ On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality ⋮ Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection? ⋮ Larry Brown's work on admissibility ⋮ Bayes admissible estimation of the means in Poisson decomposable graphical models ⋮ Multivariate estimation of Poisson parameters ⋮ Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility ⋮ Parametrizations and reference priors for multinomial decomposable graphical models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Semi tail upper bounds on the class of admissible estimators in discrete exponential families with applications to Poisson and negative binomial distributions
- A heuristic method for determining admissibility of estimators - with applications
- Admissibility, difference equations and recurrence in estimating a Poisson mean
- Construction of improved estimators in multiparameter estimation for discrete exponential families
- Stein's paradox is impossible in problems with finite sample space
- All admissible linear estimators of a multivariate Poisson mean
- Complete class theorems for estimation of multivariate Poisson means and related problems
- Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems
- Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
- Bayes minimax estimation of multiple Poisson parameters
- Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
- Critical phenomena for Spitzer's reversible nearest particle systems
- Some global properties of symmetric diffusion processes
- Counterexample - An inadmissible estimator which is generalized Bayes for a prior with light tails
- A simple criterion for transience of a reversible Markov chain
- The Admissibility of Hotelling's $T^2$-Test
- On independent statistical decision problems and products of diffusions
- Simultaneous Estimation of the Means of Independent Poisson Laws
- Parametric Empirical Bayes Inference: Theory and Applications
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
- Admissibility for Estimation with Quadratic Loss
- Towards a Theory of Generalized Bayes Tests
- Estimation of the Last Mean of a Monotone Sequence
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
- Characterizations of Complete Classes of Tests of Some Multiparametric Hypotheses, with Applications to Likelihood Ratio Tests
- An Extension of Wald's Theory of Statistical Decision Functions
- A Necessary and Sufficient Condition for Admissibility
This page was built for publication: Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
