Towards a calculus for admissibility

DOI10.1214/aos/1176345874zbMath0498.62010OpenAlexW2083996444MaRDI QIDQ1171341

Andrzej S. Kozek

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345874

zbMATH Keywords

efficiencyPareto optimalitybinomial distributionquadratic lossconvex transformationdirectional derivatives of convex risk functions

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Decision theory (91B06) Admissibility in statistical decision theory (62C15) Optimality conditions (49K99)

Related Items (8)

Simple sufficient condition for inadmissibility of Moran's single-split test ⋮ Bayes and admissibility properties of estimators in truncated parameter spaces ⋮ On a class of omnibus algorithms for zero-finding ⋮ On the admissibility of the maximum-likelihood estimator of the binomial variance ⋮ Admissible estimators of binomial probability and the inverse Bayes rule map ⋮ Note on a Fundamental Relationship Between Admissible and Bayesian Decision Rules ⋮ Influence of the prior distribution on the risk of the Bayes rule ⋮ On the scoring approach to admissibility of uncertainty measures in expert systems

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