Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems (Q1112484)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems |
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Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems (English)
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1988
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The proof of \textit{C. Stein} [Ann. Math. Stat. 26, 518-522 (1955; Zbl 0065.117)] is adapted to the special problems presented by discrete problems. Continuity of the risk functions is verified, sequential subcompactness is verified, and a necessary and sufficient condition for admissibility proven. In the discrete problems considered one obtains pointwise convergence of the sequence of Bayes estimators to the admissible estimator. This last property is crucial to further development of the decision theory given in \textit{L. D. Brown} and \textit{R. H. Farrell} [ibid. 13, 706-726 (1985; Zbl 0591.62005)].
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quadratic type losses
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discrete problems
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Continuity of the risk functions
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sequential subcompactness
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pointwise convergence of the sequence of Bayes estimators
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