A sharp necessary and sufficient condition for inadmissibility of estimators in a control problem
Publication:799044
DOI10.1214/aos/1176346712zbMath0547.62006OpenAlexW1995931214MaRDI QIDQ799044
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
Applicationssufficient conditioninadmissibilitycontrol problemnecessary conditiongeneralized Bayes estimatorsformal Bayes estimatorsorthogonally invariant nonrandomized decision rulesspherically symmetric priors
Applications of statistics to economics (62P20) Point estimation (62F10) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)
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