Admissibility of Procedures in Two-Dimensional Location Parameter Problems
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admissibility
two-dimensional location parameter
invariance
estimation of the location parameter
multiple decisions
Bayes in the class of invariant procedures
Statistics and Probability
two-dimensional location parameter
invariance
estimation of the location parameter
multiple decisions
Bayes in the class of invariant procedures
Statistics and Probability
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Conditions are given for admissibility of procedures invariant under two-dimensional translation. These conditions may be applied to obtain admissibility of (i) the best invariant procedure for estimating a two-dimensional location parameter and (ii) procedures which are Bayes in the class of procedures invariant under two-dimensional translation, the prior distribution being over values of some other parameter.
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1974
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The Annals of Statistics
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At the time of publication, author author Lawrence D. Brown was affiliated with Cornell University. Currently, he is a faculty member at the Statistics Department at the University of Pennsylvania.