Note on a Fundamental Relationship Between Admissible and Bayesian Decision Rules

DOI10.1080/02331889808802623MaRDI QIDQ4390540zbMATH OpenOpenAlexFDO

Authors Masoud Asgharian, S. Noorbaloochi

Publication date 26 May 1998

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889808802623

zbMATH Keywords

Bayes rulesfundamental theorem of decision theory

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

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Cites work

• A necessary condition for admissibility
• A survey of the theory of spectral operators
• An Extension of Wald's Theory of Statistical Decision Functions
• Asymptotic methods in statistical decision theory
• Complete class theorems for estimation of multivariate Poisson means and related problems
• Finitely additive conditional probabilities, conglomerability and disintegrations
• Good strategies in general games
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 46153 (Why is no real title available?)
• scientific article; zbMATH DE number 6846220 (Why is no real title available?)
• scientific article; zbMATH DE number 3061365 (Why is no real title available?)
• On finitely additive priors, coherence, and extended admissibility
• Statistical decision theory and Bayesian analysis. 2nd ed
• The Solution of Infinite Zero-Sum Two-Person Games with Finitely Additive Strategies
• Towards a calculus for admissibility
• Unbiased Bayes estimates and improper priors

Cited in

(10)

• Lehmann-unbiased decision rules: Admissibility and invariance
• Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments
• On extended admissible procedures and their nonstandard Bayes risk
• Simple sufficient condition for inadmissibility of Moran's single-split test
• Invariancia de las reglas admisibles y Bayes respecto de transformaciones monotonas
• Sobre admisibilidad y casi admisibilidad
• scientific article; zbMATH DE number 3965066 (Why is no real title available?)
• scientific article; zbMATH DE number 597914 (Why is no real title available?)
• scientific article; zbMATH DE number 954484 (Why is no real title available?)
• Convex Parametric Programming in Abstract Spaces

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