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Andrew Rukhin (1993)
Applicationes Mathematicae
The statistical estimation problem of the normal distribution function and of the density at a point is considered. The traditional unbiased estimators are shown to have Bayes nature and admissibility of related generalized Bayes procedures is proved. Also inadmissibility of the unbiased density estimator is demonstrated.
W. Näther, J. Pilz (1980)
Applicationes Mathematicae
S. Sengupta (2010)
Applicationes Mathematicae
The problem considered is that of estimation of the size (N) of a closed population under three sampling schemes admitting unbiased estimation of N. It is proved that for each of these schemes, the uniformly minimum variance unbiased estimator (UMVUE) of N is inadmissible under square error loss function. For the first scheme, the UMVUE is also the maximum likelihood estimator (MLE) of N. For the second scheme and a special case of the third, it is shown respectively that an MLE and an estimator...
Brian P. Shea, Galin L. Jones (2014)
Annales de l'I.H.P. Probabilités et statistiques
We consider evaluating improper priors in a formal Bayes setting according to the consequences of their use. Let be a class of functions on the parameter space and consider estimating elements of under quadratic loss. If the formal Bayes estimator of every function in is admissible, then the prior is strongly admissible with respect to . Eaton’s method for establishing strong admissibility is based on studying the stability properties of a particular Markov chain associated with the inferential...
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