General admissibility and inadmissibility results for estimation in a control problem

DOI10.1214/AOS/1176345875MaRDI QIDQ1169983zbMATH OpenOpenAlexWikidataFDO

Authors James O. Berger, L. Mark Berliner, Asad Zaman

Publication date 1982

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

Full work available at URL https://doi.org/10.1214/aos/1176345875

zbMATH Keywords

multivariate normal distributioncontrol problemrisk functiongeneralized Bayes estimatorsinadmissibility resultsspherically symmetric estimators

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Cited in

(4)

• Exact finite-sample bias and MSE reduction in a simple linear regression model with measurement error
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Comparison of the inverse and classical estimators in multi-univariate linear calibration
• Simulation-based designs for multiperiod control

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