Abstract #300424

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2002 Program page
JSM 2002 Abstract #300424
Activity Number: 56
Type: Invited
Date/Time: Monday, August 12, 2002 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #300424
Title: Quadratic Loss Estimation: Problem Specific Markov Chain Conditions for Admissibility
Author(s): Morris Eaton*+
Affiliation(s): University of Minnesota
Address: 224 Church St SE Ste 367, Minneapolis, MN, 55455-0493,
Keywords:
Abstract:

For a quadratic loss estimation problem, formal Bayes estimators are considered. A natural symmetric Markov chain is associated with the estimation problem. The recurrence of the Markov chain implies the admissibility of the formal Bayes estimator. This argument produces a relatively simple proof that the Pitman estimator for a translation parameter in one and two dimensions is admissible, a result first established by Stein. Other applications will be given.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2002 program

JSM 2002

For information, contact meetings@amstat.org or phone (703) 684-1221.

If you have questions about the Continuing Education program, please contact the Education Department.

Revised March 2002