Conditions are given for admissibility of procedures invariant under two-dimensional translation. These conditions may be applied to obtain admissibility of (i) the best invariant procedure for estimating a two-dimensional location parameter and (ii) procedures which are Bayes in the class of procedures invariant under two-dimensional translation, the prior distribution being over values of some other parameter.
Publié le : 1974-03-14
Classification:
Admissibility,
two-dimensional location parameter,
invariance,
estimation of the location parameter,
multiple decisions,
Bayes in the class of invariant procedures,
62C15,
62A05
@article{1176342661,
author = {Brown, Lawrence D. and Fox, Martin},
title = {Admissibility of Procedures in Two-Dimensional Location Parameter Problems},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 248-266},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342661}
}
Brown, Lawrence D.; Fox, Martin. Admissibility of Procedures in Two-Dimensional Location Parameter Problems. Ann. Statist., Tome 2 (1974) no. 1, pp. 248-266. http://gdmltest.u-ga.fr/item/1176342661/