Admissibility, difference equations and recurrence in estimating a Poisson mean

DOI10.1214/aos/1176346786zbMath0557.62006OpenAlexW2045737551MaRDI QIDQ761715

Iain M. Johnstone

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aos/1176346786

zbMATH Keywords

Dirichlet problemdifference equationsrecurrenceloss functionPoisson distributionminimizationBayes estimatorproblemsgeneralizedfinite measurereversible birth and death process

Mathematics Subject Classification ID

Point estimation (62F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Admissibility in statistical decision theory (62C15)

Related Items (13)

Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance ⋮ Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter ⋮ Bayes and admissibility properties of estimators in truncated parameter spaces ⋮ Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases ⋮ Improving on the maximum likelihood estimators of the means in Poisson decomposable graphical models ⋮ The Poisson Compound Decision Problem Revisited ⋮ Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection? ⋮ Larry Brown's contributions to parametric inference, decision theory and foundations: a survey ⋮ Larry Brown's work on admissibility ⋮ Bayes admissible estimation of the means in Poisson decomposable graphical models ⋮ Minimax predictive density for sparse count data ⋮ Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility ⋮ Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)

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