Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems

L. D. Brown and R. H. Farrell

Journal of Multivariate Analysis, 1988, vol. 24, issue 1, 46-52

Abstract: The proof of Farrell (1968. Ann. Math. Statist. 26 518-522) is adapted to the special problems presented by discrete problems. Continuity of the risk functions is verified, sequential subcompactness is verified, and a necessary and sufficient condition for admissibility proven. In the discrete problems considered one obtains pointwise convergence of the sequence of Bayes estimators to the admissible estimator. This last property is crucial to further development of the decision theory given in Brown and Farrell (1985. Ann. Math. Statist. 13 706-726).

Keywords: Estimation; multivariate; discrete; probabilities; decision; theory (search for similar items in EconPapers)
Date: 1988
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(88)90100-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:24:y:1988:i:1:p:46-52

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().