Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter

DOI10.3150/BJ/1089206409zbMATH Open1049.60068OpenAlexW2050271451MaRDI QIDQ1880903FDOQ1880903

Jason Schweinsberg, Dobrin Marchev, James P. Hobert

Publication date: 24 September 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1089206409

zbMATH Keywords

reversibilitycouplinghazard ratetransienceadmissibilitystochastic comparisonnull recurrencestochastically monontone Markov chain

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Title not available (Why is that?)
• Markov chains and stochastic stability
• Convex functions, partial orderings, and statistical applications
• Properties of Probability Distributions with Monotone Hazard Rate
• Admissibility, difference equations and recurrence in estimating a Poisson mean
• Stochastically monotone Markov Chains
• A statistical diptych: Admissible inferences -- recurrence of symmetric Markov chains
• Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?
• Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility
• Conditions for recurrence and transience of a Markov chain on \(\mathbb Z^ +\) and estimation of a geometric success probability.
• Markov chain conditions for admissibility in estimation problems with quadratic loss
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
• Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)

Cited In (1)

• When is Eaton's Markov chain irreducible?

This page was built for publication: Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1880903)