Admissibility of Procedures in Two-Dimensional Location Parameter Problems

Open Access

1 March 1974

journal article
Published by Institute of Mathematical Statistics in The Annals of Statistics

Vol. 2 (2) , 248-266
https://doi.org/10.1214/aos/1176342661

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

BAYES
ADMISSIBILITY
TWO DIMENSIONAL LOCATION
PROCEDURES
TRANSLATION
PRIOR
DIMENSIONAL LOCATION PARAMETER