Bayes and admissible set estimation

Glen Meeden; Stephen Vardeman

doi:10.1080/01621459.1985.10478142

Bayes and admissible set estimation

Glen Meeden, Stephen Vardeman

Statistics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

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Abstract

We consider the problem of set estimation of a parameter θ based on an observation X, with the goal of simultaneous control of the noncoverage probability and expected size of the estimating set. Several notions of being Bayes for set estimates are studied, and their relationship to a natural notion of admissibility for confidence procedures is investigated. © 1985 Taylor & Francis Group, LLC.

Original language	English (US)
Pages (from-to)	465-471
Number of pages	7
Journal	Journal of the American Statistical Association
Volume	80
Issue number	390
DOIs	https://doi.org/10.1080/01621459.1985.10478142
State	Published - 1985

Keywords

Admissibility
Bayes
Credible region
Expected estimating set size
Noncoverage probability
Set estimation

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KW - Bayes

KW - Credible region

KW - Expected estimating set size

KW - Noncoverage probability

KW - Set estimation

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JF - Journal of the American Statistical Association

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ER -

Bayes and admissible set estimation

Abstract

Keywords

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