A Complete Class Theorem for the Control Problem and Further Results on Admissibility and Inadmissibility

A Complete Class Theorem for the Control Problem and Further Results on Admissibility and Inadmissibility
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控制问题的完备类定理及可采性和不可采性的进一步结果

DOI:
10.1214/aos/1176345521
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发表时间:
1981
影响因子:
4.5
通讯作者:
Asad Zaman
Asad Zaman
中科院分区:
数学1区
文献类型:
--
作者:
Asad Zaman

文献摘要

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结果表明,该问题等价于线性控制问题,并与标定问题密切相关。在这些不变估计量中,证明了形式贝叶斯规则及其一些极限包含了所有可容许的不变规则。得到了一些常用估计的可容许性和不可容许性的结果。
It is shown that this is equivalent to the linear control problem and closely related to the calibration problem. Among the invariant estimators, it is shown that the formal Bayes rules together with some of their limits include all admissible invariant rules. Other results on admissiblity and inadmissibility of some commonly used estimators for the problem are obtained.