Counterexample - An inadmissible estimator which is generalized Bayes for a prior with light tails

DOI10.1016/0047-259X(79)90090-3zbMath0409.62040OpenAlexW2061803116WikidataQ124881869 ScholiaQ124881869MaRDI QIDQ1259116

Lawrence D. Brown

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0047-259x(79)90090-3

zbMATH Keywords

PriorCounterexampleEstimating Normal MeanGeneralized Bayes EstimatorsInadmissible EstimatorLight Tails

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Exact distribution theory in statistics (62E15)

Related Items (4)

Admissibility and inadmissibility of estimators in the one-parameter exponential family ⋮ Larry Brown's work on admissibility ⋮ Examples of estimation problems ⋮ Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)

Cites Work

• Correction to ``Admissible estimators, recurrent diffusions, and insoluble boundary value problems
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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