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May, 1980 A Necessary Condition for Admissibility
Lawrence D. Brown
Ann. Statist. 8(3): 540-544 (May, 1980). DOI: 10.1214/aos/1176345007

Abstract

The main theorem of this note is required in a paper of Brown. Briefly, the theorem shows that procedures which can be improved on in a neighborhood of infinity are either inadmissible or are generalized Bayes for a (possibly improper) prior whose rate of growth at infinity is of an appropriate order. This theorem is applied here to show that the risk of the usual estimator of a two dimensional normal mean, $\theta$, cannot be improved on near $\infty$ at order $\|\theta\|^{-2}$.

Citation

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Lawrence D. Brown. "A Necessary Condition for Admissibility." Ann. Statist. 8 (3) 540 - 544, May, 1980. https://doi.org/10.1214/aos/1176345007

Information

Published: May, 1980
First available in Project Euclid: 12 April 2007

zbMATH: 0444.62013
MathSciNet: MR568719
Digital Object Identifier: 10.1214/aos/1176345007

Subjects:
Primary: 62C15
Secondary: 62C07, 62C10

Rights: Copyright © 1980 Institute of Mathematical Statistics

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Vol.8 • No. 3 • May, 1980
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