Larry Brown's work on admissibility
From MaRDI portal
Publication:2194581
DOI10.1214/19-STS744zbMath1440.62004OpenAlexW2998932239MaRDI QIDQ2194581
Publication date: 26 August 2020
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ss/1578474030
variational problemJames-Stein estimatorrecurrenceloss functiondifferential inequalityinadmissibilityBrownian diffusionelliptic partial differential equationbest invariant estimatorBlyth's methodcomplete class theorems
Estimation in multivariate analysis (62H12) History of statistics (62-03) Admissibility in statistical decision theory (62C15)
Related Items
Simple sufficient condition for inadmissibility of Moran's single-split test, On admissible estimation of a mean vector when the scale is unknown
Cites Work
- A heuristic method for determining admissibility of estimators - with applications
- Admissibility, difference equations and recurrence in estimating a Poisson mean
- Admissibility and complete class results for the multinomial estimation problem with entropy and squared error loss
- A sharp necessary condition for admissibility of sequential tests - necessary and sufficient conditions for admissibility of SPRT's
- A conversation with Larry Brown
- Admissible predictive density estimation
- Statistical decision theory and Bayesian analysis. 2nd ed
- All admissible linear estimators of a multivariate Poisson mean
- Complete class theorems for estimation of multivariate Poisson means and related problems
- Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
- Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems
- Universal domination and stochastic domination: U-admissibility and U- inadmissibility of the least squares estimator
- Monotonicity of Bayes sequential tests
- Complete classes for sequential tests of hypotheses
- A necessary condition for admissibility
- Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
- Examples of Berger's phenomenon in the estimation of independent normal means
- A complete class theorem for statistical problems with finite sample spaces
- Estimation of the mean of a multivariate normal distribution
- Properties of Bayes sequential tests
- Minimax estimation of the mean of a normal distribution when the parameter space is restricted
- Inadmissibility of large classes of sequential tests
- Two-sided sequential tests
- Local admissibility and local unbiasedness in hypothesis testing problems
- A statistical diptych: Admissible inferences -- recurrence of symmetric Markov chains
- Point and confidence estimation of a common mean and recovery of interblock information
- A complete class theorem for strict monotone likelihood ratio with applications
- Generalized Bayes estimators in multivariate problems
- On the admissibility or inadmissibility of fixed sample size tests in a sequential setting
- Counterexample - An inadmissible estimator which is generalized Bayes for a prior with light tails
- Choice of hierarchical priors: Admissibility in estimation of normal means
- Admissibility in discrete and continuous invariant nonparametric estimation problems and in their multinomial analogs
- Complete class results for hypothesis testing problems with simple null hypotheses
- Admissibility in statistical problems involving a location or scale parameter
- Admissiblity of procedures in two-dimensional location parameter problems
- Larry Brown's contributions to parametric inference, decision theory and foundations: a survey
- The heat equation and Stein's identity: connections, applications
- Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
- Improved minimax predictive densities under Kullback-Leibler loss
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- A geometrical explanation of Stein shrinkage
- An ancillarity paradox which appears in multiple linear regression
- Tweedie’s Formula and Selection Bias
- The Admissibility of Pitman's Estimator of a Single Location Parameter
- On independent statistical decision problems and products of diffusions
- Some limitation on stein's phenomenon
- On the admissibility of the maximum-likelihood estimator of the binomial variance
- Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters)
- Admissibility: Survey of a Concept in Progress
- Generalized Bayes Solutions in Estimation Problems
- Asymptotic admissibility of priors and elliptic differential equations
- Towards a Theory of Generalized Bayes Tests
- On the Admissibility of Invariant Estimators of One or More Location Parameters
- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
- On a Necessary and Sufficient Condition for Admissibility of Estimators When Strictly Convex Loss is Used
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
- On Minimax Statistical Decision Procedures and their Admissibility
- On the Translation Parameter Problem for Discrete Variables
- On Brownian motions in $n$-space
- A Necessary and Sufficient Condition for Admissibility
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
