A statistical diptych: Admissible inferences -- recurrence of symmetric Markov chains

DOI10.1214/aos/1176348764zbMath0767.62002MaRDI QIDQ1206701

Morris L. Eaton

Publication date: 1 April 1993

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

Full work available at URL: https://doi.org/10.1214/aos/1176348764

zbMATH Keywords

predictive distributions; risk function; improper prior distribution; prediction problem; marginal measure; almost admissibility; estimating a bounded measurable function; formal Bayes rules; formal posterior distribution; quadratically regular decision problems; recurrence of symmetric Markov chains

Mathematics Subject Classification ID

62C10: Bayesian problems; characterization of Bayes procedures

60J27: Continuous-time Markov processes on discrete state spaces

62C15: Admissibility in statistical decision theory

62C05: General considerations in statistical decision theory

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