All admissible linear estimators of a multivariate Poisson mean
type: Item
instance of: scholarly article
title: All admissible linear estimators of a multivariate Poisson mean
zbMATH Open document ID: 0575.62009
published in: The Annals of Statistics
publication date: 1985-01-01T00:00:00Z
review text: Admissible linear estimators \(Mx+\gamma\) must be pointwise limits of Bayes estimators. Using properties of Bayes estimators preserved by taking limits, the structure of M and \(\gamma\) can be determined. Among M, \(\gamma\) with this structure, a necessary and sufficient condition for admissibility is obtained. This condition is applied to the case of linear (mixture) models. It is shown that only the most trivial such models admit linear estimators of full rank which are admissible or are even limits of Bayes estimators.
Mathematics Subject Classification ID: 62C07
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 3919530
zbMATH Keywords: multivariate Poisson mean
zbMATH Keywords: Admissible linear estimators
zbMATH Keywords: linear estimators of full rank
zbMATH Keywords: limits of Bayes estimators
author: Lawrence Brown
author: Roger H. Farrell
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176346593
OpenAlex ID: W2010000341
DOI: 10.1214/AOS/1176346593
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description: scientific article; zbMATH DE number 3919530