Lehmann-unbiased decision rules: Admissibility and invariance

DOI10.1007/BF02364829MaRDI QIDQ1291990zbMATH OpenFDO

Authors Andrew L. Rukhin, Detlef Plachky

Publication date 13 July 1999

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)

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• A Necessary and Sufficient Condition for Admissibility
• A Note on Bayes Estimates
• A representation of Bayes invariant procedures in terms of Haar measure
• Bayes and admissibility properties of estimators in truncated parameter spaces
• Inadmissibility of Linearly Invariant Estimators in Truncated Parameter Spaces
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Limits of Bayes estimators in convex, truncated parameter spaces
• Necessary and Sufficient Conditions for a Statistical Problem to be Invariant Under a Lie Group
• On the inadmissibility of unbiased estimators
• Strongly symmetrical families and statistical analysis of their parameters
• Unbiased Estimators and Sufficient Statistics
• Unbiasedness as the Dual of Being Bayes

Cited in

(1)

• The rates of convergence of Bayes estimators in change-point analysis

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