On the concepts of admissibility and coherence

DOI10.1007/BF02595873MaRDI QIDQ1969424zbMATH OpenOpenAlexFDO

Authors Cesareo Villegas, Camilo J. Martínez

Publication date 3 January 2001

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02595873

zbMATH Keywords

restricted models

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Sampling theory, sample surveys (62D05) Bayesian inference (62F15)

Review text

The authors argue that if a parameter value assigns zero probability to an open set containing the actual response, then that parameter value should be excluded from the parameter space. In this case the model becomes a restricted model. The concepts of admissibility and coherence are treated in conexion with restricted models. In my opinion this paper has theoretically interest from an academic point of view, but it is very distant of actual applied sampling theory settings. However it has a high level of reasoning and abstract concepts.

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Cites work

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Cited in

(2)

• On the probability of a model.
• On Charles Stein's contributions to (in)admissibility

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