Statistics Papers

Document Type

Journal Article

Date of this Version

1985

Publication Source

Annals of Statistics

Volume

13

Issue

1

Start Page

282

Last Page

294

DOI

10.1214/aos/1176346593

Abstract

Admissible linear estimators Mx+γ must be pointwise limits of Bayes estimators. Using properties of Bayes estimators preserved by taking limits, the structure of M and γ can be determined. Among M,γ with this structure, a necessary and sufficient condition for admissibility is obtained. This condition is applied to the case of linear (mixture) models. It is shown that only the most trivial such models admit linear estimators of full rank which are admissible or are even limits of Bayes estimators.

Keywords

estimation, multivariate Poisson parameter, decision theory, linear estimators, admissibility, linear models

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Date Posted: 27 November 2017

This document has been peer reviewed.