A Necessary Condition for Admissibility
Brown, Lawrence D.
Ann. Statist., Tome 8 (1980) no. 1, p. 540-544 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
The main theorem of this note is required in a paper of Brown. Briefly, the theorem shows that procedures which can be improved on in a neighborhood of infinity are either inadmissible or are generalized Bayes for a (possibly improper) prior whose rate of growth at infinity is of an appropriate order. This theorem is applied here to show that the risk of the usual estimator of a two dimensional normal mean, $\theta$, cannot be improved on near $\infty$ at order $\|\theta\|^{-2}$.
Publié le : 1980-05-14
Classification:  Admissibility,  generalized Bayes procedures,  62C15,  62C07,  62C10 
@article{1176345007,
     author = {Brown, Lawrence D.},
     title = {A Necessary Condition for Admissibility},
     journal = {Ann. Statist.},
     volume = {8},
     number = {1},
     year = {1980},
     pages = { 540-544},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345007}
}

Brown, Lawrence D. A Necessary Condition for Admissibility. Ann. Statist., Tome 8 (1980) no. 1, pp.  540-544. http://gdmltest.u-ga.fr/item/1176345007/