A sharp necessary and sufficient condition for inadmissibility of estimators in a control problem

DOI10.1214/AOS/1176346712zbMATH Open0547.62006OpenAlexW1995931214MaRDI QIDQ799044FDOQ799044

Authors: N. E. Zubov 

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/1176346712

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zbMATH Keywords

inadmissibilitynecessary conditionsufficient conditioncontrol problemgeneralized Bayes estimatorsApplicationsformal Bayes estimatorsorthogonally invariant nonrandomized decision rulesspherically symmetric priors

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Applications of statistics to economics (62P20) Admissibility in statistical decision theory (62C15)

Cited In (3)

• Title not available (Why is that?)
• Comparison of the inverse and classical estimators in multi-univariate linear calibration
• Simulation-based designs for multiperiod control

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