@article{AIHPB_2007__43_5_633_0, author = {Eaton, Morris L. and Hobert, James P. and Jones, Galin L.}, title = {On perturbations of strongly admissible prior distributions}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, volume = {43}, year = {2007}, pages = {633-653}, doi = {10.1016/j.anihpb.2006.09.006}, mrnumber = {2347100}, zbl = {1118.62009}, language = {en}, url = {http://dml.mathdoc.fr/item/AIHPB_2007__43_5_633_0} }
Eaton, Morris L.; Hobert, James P.; Jones, Galin L. On perturbations of strongly admissible prior distributions. Annales de l'I.H.P. Probabilités et statistiques, Tome 43 (2007) pp. 633-653. doi : 10.1016/j.anihpb.2006.09.006. http://gdmltest.u-ga.fr/item/AIHPB_2007__43_5_633_0/
[1] Admissible estimators, recurrent diffusions, and insoluble boundary value problems, Annals of Mathematical Statistics 42 (1971) 855-904. | MR 286209 | Zbl 0246.62016
,[2] Fundamentals of Statistical Exponential Families with Applications to Statistical Decision Theory, Institute of Mathematical Statistics, Hayward, CA, 1986. | MR 882001 | Zbl 0685.62002
,[3] On the distribution of values of sums of random variables, Memoirs of the American Mathematical Society 6 (1951) 1-12. | MR 40610 | Zbl 0042.37502
, ,[4] A method for evaluating improper prior distributions, in: , (Eds.), Statistical Decision Theory and Related Topics III, vol. 1, Academic Press, Inc., New York, 1982. | MR 705296 | Zbl 0581.62005
,[5] A statistical diptych: Admissible inferences-recurrence of symmetric Markov chains, Annals of Statistics 20 (1992) 1147-1179. | MR 1186245 | Zbl 0767.62002
,[6] Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?, Journal of Statistical Planning and Inference 64 (1997) 231-247. | MR 1621615 | Zbl 0944.62010
,[7] Markov chain conditions for admissibility in estimation problems with quadratic loss, in: , , (Eds.), State of the Art in Probability and Statistics - A Festschrift for Willem R. van Zwet, The IMS Lecture Notes Series, vol. 36, IMS, Beachwood, OH, 2001.
,[8] Evaluating improper priors and the recurrence of symmetric Markov chains: An overview, in: (Ed.), A Festschrift to Honor Herman Rubin, The IMS Lecture Notes Series, vol. 45, IMS, Beachwood, OH, 2004. | MR 2126883
,[9] Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter, Bernoulli 10 (2004) 549-564. | MR 2061443 | Zbl 1049.60068
, , ,[10] Eaton’s Markov chain, its conjugate partner and -admissibility, Annals of Statistics 27 (1999) 361-373. | MR 1701115 | Zbl 0945.62012
, ,[11] Conditions for recurrence and transience of a Markov chain on and estimation of a geometric success probability, Annals of Statistics 30 (2002) 1214-1223. | MR 1926175 | Zbl 1103.60315
, ,[12] Admissibility, difference equations and recurrence in estimating a Poisson mean, Annals of Statistics 12 (1984) 1173-1198. | MR 760682 | Zbl 0557.62006
,[13] Admissible estimation, Dirichlet principles and recurrence of birth-death chains on , Probability Theory and Related Fields 71 (1986) 231-269. | MR 816705 | Zbl 0592.62009
,[14] W.-L. Lai, Admissibility and the recurrence of Markov chains with applications, Ph.D. thesis, University of Minnesota, 1996.
[15] Markov Chains and Stochastic Stability, Springer-Verlag, London, 1993. | MR 1287609 | Zbl 0925.60001
, ,