메뉴 건너뛰기




Volumn 43, Issue 5, 2007, Pages 633-653

On perturbations of strongly admissible prior distributions

Author keywords

Admissibility; Dirichlet form; Estimation; Formal Bayes rule; Formal posterior distribution; Improper prior distribution; Irreducibility; Recurrence; Restricted parameter space; Symmetric Markov chain

Indexed keywords


EID: 34547186561     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2006.09.006     Document Type: Article
Times cited : (4)

References (15)
  • 1
    • 0000268682 scopus 로고
    • Admissible estimators, recurrent diffusions, and insoluble boundary value problems
    • Brown L.D. Admissible estimators, recurrent diffusions, and insoluble boundary value problems. Annals of Mathematical Statistics 42 (1971) 855-904
    • (1971) Annals of Mathematical Statistics , vol.42 , pp. 855-904
    • Brown, L.D.1
  • 4
    • 0001263472 scopus 로고
    • A method for evaluating improper prior distributions
    • Gupta S.S., and Berger J.O. (Eds), Academic Press, Inc., New York
    • Eaton M.L. A method for evaluating improper prior distributions. In: Gupta S.S., and Berger J.O. (Eds). Statistical Decision Theory and Related Topics III, vol. 1 (1982), Academic Press, Inc., New York
    • (1982) Statistical Decision Theory and Related Topics III, vol. 1
    • Eaton, M.L.1
  • 5
    • 21144473260 scopus 로고
    • A statistical diptych: Admissible inferences-recurrence of symmetric Markov chains
    • Eaton M.L. A statistical diptych: Admissible inferences-recurrence of symmetric Markov chains. Annals of Statistics 20 (1992) 1147-1179
    • (1992) Annals of Statistics , vol.20 , pp. 1147-1179
    • Eaton, M.L.1
  • 6
    • 0031573285 scopus 로고    scopus 로고
    • Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?
    • Eaton M.L. Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?. Journal of Statistical Planning and Inference 64 (1997) 231-247
    • (1997) Journal of Statistical Planning and Inference , vol.64 , pp. 231-247
    • Eaton, M.L.1
  • 7
    • 34547150389 scopus 로고    scopus 로고
    • Markov chain conditions for admissibility in estimation problems with quadratic loss
    • State of the Art in Probability and Statistics - A Festschrift for Willem R. van Zwet. de Gunst M., Klaassen C., and van der Vaart A. (Eds), IMS, Beachwood, OH
    • Eaton M.L. Markov chain conditions for admissibility in estimation problems with quadratic loss. In: de Gunst M., Klaassen C., and van der Vaart A. (Eds). State of the Art in Probability and Statistics - A Festschrift for Willem R. van Zwet. The IMS Lecture Notes Series vol. 36 (2001), IMS, Beachwood, OH
    • (2001) The IMS Lecture Notes Series , vol.36
    • Eaton, M.L.1
  • 8
    • 34547184282 scopus 로고    scopus 로고
    • Evaluating improper priors and the recurrence of symmetric Markov chains: An overview
    • A Festschrift to Honor Herman Rubin. Dasgupta A. (Ed), IMS, Beachwood, OH
    • Eaton M.L. Evaluating improper priors and the recurrence of symmetric Markov chains: An overview. In: Dasgupta A. (Ed). A Festschrift to Honor Herman Rubin. The IMS Lecture Notes Series vol. 45 (2004), IMS, Beachwood, OH
    • (2004) The IMS Lecture Notes Series , vol.45
    • Eaton, M.L.1
  • 9
    • 33747336725 scopus 로고    scopus 로고
    • Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter
    • Hobert J.P., Marchev D., and Schweinsberg J. Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter. Bernoulli 10 (2004) 549-564
    • (2004) Bernoulli , vol.10 , pp. 549-564
    • Hobert, J.P.1    Marchev, D.2    Schweinsberg, J.3
  • 10
    • 0033074821 scopus 로고    scopus 로고
    • Eaton's Markov chain, its conjugate partner and P-admissibility
    • Hobert J.P., and Robert C.P. Eaton's Markov chain, its conjugate partner and P-admissibility. Annals of Statistics 27 (1999) 361-373
    • (1999) Annals of Statistics , vol.27 , pp. 361-373
    • Hobert, J.P.1    Robert, C.P.2
  • 12
    • 0000762545 scopus 로고
    • Admissibility, difference equations and recurrence in estimating a Poisson mean
    • Johnstone I. Admissibility, difference equations and recurrence in estimating a Poisson mean. Annals of Statistics 12 (1984) 1173-1198
    • (1984) Annals of Statistics , vol.12 , pp. 1173-1198
    • Johnstone, I.1
  • 14
    • 34547154981 scopus 로고    scopus 로고
    • W.-L. Lai, Admissibility and the recurrence of Markov chains with applications, Ph.D. thesis, University of Minnesota, 1996


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.