Institute of Mathematical Statistics Lecture Notes - Monograph Series

Markov chain conditions for admissibility in estimation problems with quadratic loss

Morris L. Eaton

Full-text: Open access

Chapter information

Source
Mathisca de Gunst, Chris Klaassen, and Aad van der Vaart, eds. State of the art in probability and statistics: Festschrift for Willem R. van Zwet, Papers from the symposium held at the University of Leiden, Leiden, March 23--26, 1999 (Beachwood, OH: Institute of Mathematical Statistics, 2001), 223-243

Dates
First available in Project Euclid: 3 July 2008

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1215090071

Digital Object Identifier
doi:10.1214/lnms/1215090071

Mathematical Reviews number (MathSciNet)
MR1836563

Zentralblatt MATH identifier
1373.62037

Subjects
Primary: 62C15: Admissibility
Secondary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

Rights
Copyright © 2001, Institute of Mathematical Statistics

Citation

Eaton, Morris L. Markov chain conditions for admissibility in estimation problems with quadratic loss. State of the art in probability and statistics, 223--243, Institute of Mathematical Statistics, Beachwood, OH, 2001. doi:10.1214/lnms/1215090071. https://projecteuclid.org/euclid.lnms/1215090071


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