A representation of Bayes invariant procedures in terms of Haar measure

DOI10.1007/BF02532257zbMath0188.49703MaRDI QIDQ2537416

James V. Zidek

Publication date: 1969

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

statistics

Related Items

Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different ⋮ IMPROVED MINIMAX ESTIMATOR OF COVARIANCE WHEN ADDITIONAL INFORMATION IS AVAILABLE ON SOME COORDINATES ⋮ Invariant estimation of functions ⋮ Bayesian prediction based on a class of shrinkage priors for location-scale models ⋮ Estimation of normal covariance and precision matrices with incomplete data ⋮ Equivalence between the posterior distribution of the likelihood ratio and a \(p\)-value in an invariant frame ⋮ Equivariant minimax dominators of the MLE in the array normal model ⋮ Shrinkage priors for Bayesian prediction ⋮ Charles Stein and invariance: beginning with the Hunt-Stein theorem ⋮ Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model ⋮ Lehmann-unbiased decision rules: Admissibility and invariance

Cites Work

• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
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