Evaluating default priors with a generalization of Eaton's Markov chain

DOI10.1214/13-AIHP552zbMath1298.62016arXiv0912.4566MaRDI QIDQ405509

Brian P. Shea, Galin L. Jones

Publication date: 5 September 2014

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.4566

zbMATH Keywords

recurrenceDirichlet formadmissibilitysymmetric Markov chainformal Bayes ruleimproper prior distribution

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov chains and stochastic stability
• Evaluation of formal posterior distributions via Markov chain arguments
• A statistical diptych: Admissible inferences -- recurrence of symmetric Markov chains
• Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?
• Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility
• Choice of hierarchical priors: Admissibility in estimation of normal means
• Conditions for recurrence and transience of a Markov chain on \(\mathbb Z^ +\) and estimation of a geometric success probability.
• On perturbations of strongly admissible prior distributions
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
• When is Eaton's Markov chain irreducible?
• Stein estimation for spherically symmetric distributions: recent developments
• The Admissibility of Pitman's Estimator of a Single Location Parameter
• The Selection of Prior Distributions by Formal Rules
• Markov chain conditions for admissibility in estimation problems with quadratic loss
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

This page was built for publication: Evaluating default priors with a generalization of Eaton's Markov chain