Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?

DOI10.1016/S0378-3758(97)00037-2zbMath0944.62010OpenAlexW2095067509MaRDI QIDQ1378814

Morris L. Eaton

Publication date: 17 March 1998

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00037-2

zbMATH Keywords

recurrencetransiencesymmetric Markov chainformal Bayes rulesformal posterior distributionsimproper prior distributions

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Analysis of variance and covariance (ANOVA) (62J10) Admissibility in statistical decision theory (62C15) General considerations in statistical decision theory (62C05)

Related Items (6)

Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter ⋮ Evaluating default priors with a generalization of Eaton's Markov chain ⋮ Gibbs sampling, exponential families and orthogonal polynomials ⋮ When is Eaton's Markov chain irreducible? ⋮ Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility ⋮ Conditions for recurrence and transience of a Markov chain on \(\mathbb Z^ +\) and estimation of a geometric success probability.

Cites Work

• A heuristic method for determining admissibility of estimators - with applications
• Admissibility, difference equations and recurrence in estimating a Poisson mean
• Geometric bounds for eigenvalues of Markov chains
• Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
• Estimation of accuracy in testing
• A statistical diptych: Admissible inferences -- recurrence of symmetric Markov chains
• Marches aléatoires sur les groupes de Lie
• Generalized Bayes estimators in multivariate problems
• Admissibility of linear estimators in the one parameter exponential family
• Estimated confidence procedures for multivariate normal means
• Stein estimation: The spherically symmetric case
• Minimax confidence sets for the mean of a multivariate normal distribution
• Estimation of a loss function for spherically symmetric distributions in the general linear model
• Correction to ``Admissible estimators, recurrent diffusions, and insoluble boundary value problems
• Conditional Confidence Statements and Confidence Estimators
• Admissibility for Estimation with Quadratic Loss
• Sufficient Conditions for the Admissibility Under Squared Errors Loss of Formal Bayes Estimators
• On Minimax Statistical Decision Procedures and their Admissibility
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?