A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors

DOI10.1016/j.jspi.2022.06.005zbMath1495.62019arXiv2110.01945OpenAlexW3202131813WikidataQ114154269 ScholiaQ114154269MaRDI QIDQ2676892

William E. Strawderman, Yuzo Maruyama

Publication date: 28 September 2022

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.01945

zbMATH Keywords

Bayesadmissibility

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15)

Cites Work

• An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior
• Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
• Minimax Bayes estimators of a multivariate normal mean
• All estimates with a given risk, Riccati differential equations and a new proof of a theorem of Brown
• On the construction of Bayes minimax estimators
• Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
• On Minimax Statistical Decision Procedures and their Admissibility
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