On independent statistical decision problems and products of diffusions

DOI10.1007/BF00535171zbMath0535.60067MaRDI QIDQ3319532

Iain M. Johnstone, Steven P. Lalley

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

simultaneous estimationnull recurrent diffusionproducts of diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Admissibility in statistical decision theory (62C15) Transition functions, generators and resolvents (60J35)

Related Items

The Poisson Compound Decision Problem Revisited, Larry Brown's contributions to parametric inference, decision theory and foundations: a survey, Larry Brown's work on admissibility, Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)

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