Bayes and admissible set estimation

Glen Meeden, Stephen Vardeman

Research output: Contribution to journalArticle

4 Scopus citations

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 languageEnglish (US)
Pages (from-to)465-471
Number of pages7
JournalJournal of the American Statistical Association
Volume80
Issue number390
DOIs
StatePublished - 1985

Keywords

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

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