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Volumn 10, Issue 3, 2004, Pages 549-564

Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter

Author keywords

Admissibility; Coupling; Hazard rate; Null recurrence; Reversibility; Stochastic comparison; Stochastically monotone Markov chain; Transience

Indexed keywords


EID: 33747336725     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1089206409     Document Type: Article
Times cited : (2)

References (14)
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  • 2
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    • Eaton, M.L.1
  • 6
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    • Eaton, M.L. (1997) Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection? J. Statist. Plann. Inference, 64, 231-247.
    • (1997) J. Statist. Plann. Inference , vol.64 , pp. 231-247
    • Eaton, M.L.1
  • 7
    • 24944457544 scopus 로고    scopus 로고
    • Markov chain conditions for admissibility in estimation problems with quadratic loss
    • M. de Gunst, C. Klaassen and A. van der Vaart (eds), IMS Lecture Notes Monogr. Ser. 36. Beachwood, OH: Institute of Mathematical Statistics
    • Eaton, M.L. (2001) Markov chain conditions for admissibility in estimation problems with quadratic loss. In M. de Gunst, C. Klaassen and A. van der Vaart (eds), State of the Art in Probability and Statistics - A Festschrift for Millem R. van Zwet, IMS Lecture Notes Monogr. Ser. 36. Beachwood, OH: Institute of Mathematical Statistics.
    • (2001) State of the Art in Probability and Statistics - A Festschrift for Millem R. Van Zwet
    • Eaton, M.L.1
  • 8
    • 0033074821 scopus 로고    scopus 로고
    • Eaton's Markov chain, its conjugate partner and P-admissibility
    • Hobert, J.P. and Robert C.P. (1999) Eaton's Markov chain, its conjugate partner and P-admissibility. Ann. Statist., 27, 361-373.
    • (1999) Ann. Statist. , vol.27 , pp. 361-373
    • Hobert, J.P.1    Robert, C.P.2
  • 9
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    • + and estimation of a geometric success probability
    • + and estimation of a geometric success probability. Ann. Statist., 30, 1214-1223.
    • (2002) Ann. Statist. , vol.30 , pp. 1214-1223
    • Robert, J.P.1    Schweinsberg, J.2
  • 10
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    • Admissibility, difference equations and recurrence in estimating a Poisson mean
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  • 12
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    • Admissibility and the recurrence of Markov chains with applications
    • School of Statistics, University of Minnesota
    • Lai, W.-L. (1996) Admissibility and the recurrence of Markov chains with applications. Technical Report No. 612, School of Statistics, University of Minnesota.
    • (1996) Technical Report No. 612 , vol.612
    • Lai, W.-L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.