Counterexample - An inadmissible estimator which is generalized Bayes for a prior with light tails
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Publication:1259116
DOI10.1016/0047-259X(79)90090-3zbMath0409.62040MaRDI QIDQ1259116
Publication date: 1979
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Prior; Counterexample; Estimating Normal Mean; Generalized Bayes Estimators; Inadmissible Estimator; Light Tails
62H10: Multivariate distribution of statistics
62H12: Estimation in multivariate analysis
62F15: Bayesian inference
62E15: Exact distribution theory in statistics
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Examples of estimation problems, Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\), Larry Brown's work on admissibility, Admissibility and inadmissibility of estimators in the one-parameter exponential family
Cites Work