For the two-action two-state compound decision problem, a class of decision rules is found that are both asymptotically optimal and admissible at each stage $n$. These rules are Bayes rules with respect to appropriate exchangeable prior distributions.
Publié le : 1979-09-14
Classification:
Compound decision problem,
decision theory,
admissibility,
exchangeable random variables,
62C25,
62C15
@article{1176344795,
author = {Inglis, James},
title = {Admissible Decision Rules for the Compound Decision Problem: The Two-Action Two-State Case},
journal = {Ann. Statist.},
volume = {7},
number = {1},
year = {1979},
pages = { 1127-1135},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344795}
}
Inglis, James. Admissible Decision Rules for the Compound Decision Problem: The Two-Action Two-State Case. Ann. Statist., Tome 7 (1979) no. 1, pp. 1127-1135. http://gdmltest.u-ga.fr/item/1176344795/