Characterization of limits of Bayes procedures

Frank Caridi

Journal of Multivariate Analysis, 1983, vol. 13, issue 1, 52-66

Abstract: For the problem of estimating the natural parameter of a p-dimensional exponential family, a characterization of regular limits of Bayes procedures is obtained which generalizes results of Sacks [14], Brown [3], and Berger and Srinivasan [1]. The form is deduced under regularity conditions for the loss function which are more general than squared error. As a corollary it is then stated that the class of procedures with this form is a complete class. The parameter space may be open, and when it is closed, the limits of Bayes procedures are generalized Bayes.

Keywords: Limit; of; Bayes; p-dimensional; exponential; family; open; parameter; space; complete; class (search for similar items in EconPapers)
Date: 1983
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