Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems

DOI10.1016/0047-259X(88)90100-5zbMath0659.62011OpenAlexW1966599433MaRDI QIDQ1112484

Lawrence D. Brown, Roger H. Farrell

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0047-259x(88)90100-5

zbMATH Keywords

discrete problemsContinuity of the risk functionspointwise convergence of the sequence of Bayes estimatorsquadratic type lossessequential subcompactness

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (3)

Larry Brown's work on admissibility ⋮ Multivariate estimation of Poisson parameters ⋮ Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)

Cites Work

• All admissible linear estimators of a multivariate Poisson mean
• Complete class theorems for estimation of multivariate Poisson means and related problems
• Towards a Theory of Generalized Bayes Tests
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
• Statistical Decision Functions
• A Necessary and Sufficient Condition for Admissibility

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