On independent statistical decision problems and products of diffusions
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Publication:3319532
DOI10.1007/BF00535171zbMath0535.60067MaRDI QIDQ3319532
Iain M. Johnstone, Steven P. Lalley
Publication date: 1984
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Diffusion processes (60J60) Admissibility in statistical decision theory (62C15) Transition functions, generators and resolvents (60J35)
Related Items
The Poisson Compound Decision Problem Revisited, Larry Brown's contributions to parametric inference, decision theory and foundations: a survey, Larry Brown's work on admissibility, Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
Cites Work
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- Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
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- Correction to ``Admissible estimators, recurrent diffusions, and insoluble boundary value problems
- Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
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- A New Approach to the Limit Theory of Recurrent Markov Chains
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
- ERGODIC PRORERTY OF N-DIMENSIONAL RECURRENT MARKOV PROCESSES
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