Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility

DOI10.1214/aos/1018031115zbMath0945.62012OpenAlexW1495949869MaRDI QIDQ1807165

Yanyan Li

Publication date: 9 November 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1018031115

zbMATH Keywords

transienceexponential familynull recurrenceimproper priorstochastic difference equationbranching process with immigrationbilinear model

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on discrete state spaces (60J27) Admissibility in statistical decision theory (62C15)

Related Items (8)

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? ⋮ Evaluation of formal posterior distributions via Markov chain arguments ⋮ Integral priors for Bayesian model selection: how they operate from simple to complex cases ⋮ Integral equation solutions as prior distributions for Bayesian model selection ⋮ Conditions for recurrence and transience of a Markov chain on \(\mathbb Z^ +\) and estimation of a geometric success probability.

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