Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?

被引：9

作者：

Eaton, ML ^{[1
]}

机构：

[1] Univ Minnesota, Dept Theoret Stat, Minneapolis, MN 55455 USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1997年 / 64卷 / 02期

关键词：

improper prior distributions; formal posterior distributions; formal Bayes rules; admissibility; symmetric Markov chains; recurrence; transience;

D O I：

10.1016/S0378-3758(97)00037-2

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this expository paper, a sufficient condition is discussed for the almost admissibility of formal Bayes rules in quadratically regular problems. This sufficient condition is equivalent to a recurrence property of a natural symmetric Markov chain constructed from the model and the improper prior. Some simple examples involving translation parameter models illustrate the results. (C) 1997 Elsevier Science B.V.

引用

页码：231 / 247

页数：17

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