Date of this Version
The Annals of Statistics
The main theorem of this note is required in a paper of Brown. Briefly, the theorem shows that procedures which can be improved on in a neighborhood of infinity are either inadmissible or are generalized Bayes for a (possibly improper) prior whose rate of growth at infinity is of an appropriate order.
This theorem is applied here to show that the risk of the usual estimator of a two dimensional normal mean, θ, cannot be improved on near ∞ at order ∥θ∥−2.
admissibility, generalized Bayes procedures
Brown, L. D. (1980). A Necessary Condition for Admissibility. The Annals of Statistics, 8 (3), 540-544. http://dx.doi.org/10.1214/aos/1176345007
Date Posted: 27 November 2017
This document has been peer reviewed.