A sharp necessary and sufficient condition for inadmissibility of estimators in a control problem

DOI10.1214/aos/1176346712zbMath0547.62006OpenAlexW1995931214MaRDI QIDQ799044

N. E. Zubov

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aos/1176346712

zbMATH Keywords

Applicationssufficient conditioninadmissibilitycontrol problemnecessary conditiongeneralized Bayes estimatorsformal Bayes estimatorsorthogonally invariant nonrandomized decision rulesspherically symmetric priors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)

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