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Asymptotic admissibility of priors and elliptic differential equations
Asymptotic admissibility priors elliptic differential equations
2010/3/11
We evaluate priors by the second order asymptotic behaviour of the
corresponding estimators. Under certain regularity conditions, the risk di erences
between ecient estimators of parameters taking ...
Admissibility of the usual confidence interval in linear regression
admissibility compromise decision theory confidence interval decisiontheory
2010/3/9
Consider a linear regression model with independent and identically normally distributed
random errors. Suppose that the parameter of interest is a specified linear
combination of the regression par...
Admissibility of limits of the unique locally best linear estimators with application to variance components models
Admissibility of limits the unique locally best linear estimators
2009/9/23
The paper gives a sufkient condition for the limit of
a sequence of the unique best linear estimators to be admissible. For
commutative variance components models a complete characterization
of hrn...
On admissibility in estimating the mean squared error of a linear estimator
admissibility in estimating the mean squared error a linear estimator
2009/9/22
Consider a linear estimator of a parametric vector C@
in the normal Oauss-Markov model Y - N(X/3, aV). The Mean
Squared Error of such an estimator may be presented in the form
ka + #l'XfKXP and may...