Date of this Version
The Annals of Statistics
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.
admissibility, two-dimensional location parameter, invariance, estimation of the location parameter, multiple decisions, Bayes in the class of invariant procedures
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.