A heuristic method for determining admissibility of estimators - with applications

DOI10.1214/aos/1176344782zbMath0414.62011OpenAlexW2032076332MaRDI QIDQ599453

Lawrence D. Brown

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1214/aos/1176344782

zbMATH Keywords

Taylor expansionpartial differential equationsadmissibilityestimation of location parametersestimation of normal varianceestimation of Poisson meansestimation of the largest of ordered translation parametersgeneralized Bayes procedures

Mathematics Subject Classification ID

Multivariate analysis (62H99) Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Applications to the sciences (65Z05) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Admissibility in statistical decision theory (62C15) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99)

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Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions ⋮ Single observation unbiased priors ⋮ The Kullback-Leibler risk of the Stein estimator and the conditional MLE ⋮ IMPROVED ESTIMATORS OF THE NATURAL PARAMETERS IN CONTINUOUS MULTIPARAMETER EXPONENTIAL FAMILIES ⋮ James–Stein type estimators for ordered normal means ⋮ On the pitman estimator op ordered normal means ⋮ Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection? ⋮ Confidence intervals for the means of the selected populations ⋮ Larry Brown's contributions to parametric inference, decision theory and foundations: a survey ⋮ Larry Brown's work on admissibility ⋮ Admissible and minimax multiparameter estimation in exponential families ⋮ Bayes minimax estimation of multiple Poisson parameters ⋮ Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family ⋮ Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions ⋮ Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions ⋮ Shrinkage priors for Bayesian prediction ⋮ A class of minimax estimators of a normal quantile ⋮ The maximum likelihood prior ⋮ On the scoring approach to admissibility of uncertainty measures in expert systems ⋮ Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)

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