On independent statistical decision problems and products of diffusions
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Publication:3319532
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)
Diffusion processes (60J60) Admissibility in statistical decision theory (62C15) Transition functions, generators and resolvents (60J35)
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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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