Lehmann-unbiased decision rules: Admissibility and invariance

DOI10.1007/BF02364829zbMATH Open0953.62505MaRDI QIDQ1291990FDOQ1291990

Authors: Andrew L. Rukhin, Detlef Plachky 

Publication date: 13 July 1999

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

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Mathematics Subject Classification ID

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

Cites Work

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• A representation of Bayes invariant procedures in terms of Haar measure
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• Bayes and admissibility properties of estimators in truncated parameter spaces
• Inadmissibility of Linearly Invariant Estimators in Truncated Parameter Spaces
• Necessary and Sufficient Conditions for a Statistical Problem to be Invariant Under a Lie Group
• Limits of Bayes estimators in convex, truncated parameter spaces
• Strongly symmetrical families and statistical analysis of their parameters
• Unbiasedness as the Dual of Being Bayes
• A Note on Bayes Estimates
• On the inadmissibility of unbiased estimators
• A Necessary and Sufficient Condition for Admissibility
• Unbiased Estimators and Sufficient Statistics
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Cited In (1)

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

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