Admissibility of Procedures in Two-Dimensional Location Parameter Problems
The Annals of Statistics · 1974 · Volume 2 · Issue 2
Abstract
Conditions are given for admissibility of procedures invariant under two-dimensional translation. These conditions may be applied to obtain admissibility of (i) the best invariant procedure for estimating a two-dimensional location parameter and (ii) procedures which are Bayes in the class of procedures invariant under two-dimensional translation, the prior distribution being over values of some other parameter.
Keywords
62A05, 62C15, Admissibility, Bayes in the class of invariant procedures, estimation of the location parameter, Invariance, multiple decisions, two-dimensional location parameter
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