Statistics Papers
Document Type
Journal Article
Date of this Version
1974
Publication Source
The Annals of Statistics
Volume
2
Issue
2
Start Page
248
Last Page
266
DOI
10.1214/aos/1176342661
Abstract
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.
Keywords
admissibility, two-dimensional location parameter, invariance, estimation of the location parameter, multiple decisions, Bayes in the class of invariant procedures
Recommended Citation
Brown, L. D., & Fox, M. (1974). Admissibility of Procedures in Two-Dimensional Location Parameter Problems. The Annals of Statistics, 2 (2), 248-266. http://dx.doi.org/10.1214/aos/1176342661
Date Posted: 27 November 2017
This document has been peer reviewed.
Comments
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.