کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1146882 | 957534 | 2009 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior](/preview/png/1146882.png)
چکیده انگلیسی
A sufficient condition for the admissibility of generalized Bayes estimators of the location vector of spherically symmetric distribution under squared error loss is derived. This is as strong a condition as that of Brown [L.D. Brown, Admissible estimators, recurrent diffusions, and insoluble boundary value problems, Ann. Math. Statist. 42 (1971) 855-903] under normality. In particular we establish the admissibility of generalized Bayes estimators with respect to the harmonic prior and priors with slightly heavier tails than the harmonic prior. The key to our proof is an adaptive sequence of smooth proper priors approaching an improper prior fast enough to establish admissibility.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 100, Issue 8, September 2009, Pages 1845-1853
Journal: Journal of Multivariate Analysis - Volume 100, Issue 8, September 2009, Pages 1845-1853
نویسندگان
Yuzo Maruyama,