A heuristic method for determining admissibility of estimators - with applications

DOI10.1214/AOS/1176344782MaRDI QIDQ599453zbMATH OpenOpenAlexFDO

Authors Lawrence Brown

Publication date 1979

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176344782

zbMATH Keywords

admissibilityestimation of location parametersestimation of normal varianceestimation of Poisson meansestimation of the largest of ordered translation parametersgeneralized Bayes procedurespartial differential equationsTaylor expansion

Mathematics Subject Classification ID

Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Point estimation (62F10) Multivariate analysis (62H99) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Applications to the sciences (65Z05)

Cited in

(20)

• A class of minimax estimators of a normal quantile
• Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
• Admissible and minimax multiparameter estimation in exponential families
• Bayes minimax estimation of multiple Poisson parameters
• The maximum likelihood prior
• The Kullback-Leibler risk of the Stein estimator and the conditional MLE
• Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?
• Confidence intervals for the means of the selected populations
• Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
• Single observation unbiased priors
• Larry Brown's contributions to parametric inference, decision theory and foundations: a survey
• Larry Brown's work on admissibility
• Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
• Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• Shrinkage priors for Bayesian prediction
• On the pitman estimator op ordered normal means
• IMPROVED ESTIMATORS OF THE NATURAL PARAMETERS IN CONTINUOUS MULTIPARAMETER EXPONENTIAL FAMILIES
• James–Stein type estimators for ordered normal means
• On the scoring approach to admissibility of uncertainty measures in expert systems

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