Markov chain conditions for admissibility in estimation problems with quadratic loss
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Publication:5365677
DOI10.1214/LNMS/1215090071zbMath1373.62037OpenAlexW1591753405MaRDI QIDQ5365677
Publication date: 9 October 2017
Published in: State of the art in probability and statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.lnms/1215090071
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Admissibility in statistical decision theory (62C15)
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A conversation with Larry Brown ⋮ 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
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