Generalized Bayes estimators of a normal discriminant function

It is shown that the traditional estimator of a discriminant coefficient vector is the generalized Bayes estimator with respect to a prior which can be approximated by proper priors. As a corollary the admissibility of this procedure in the class of all scale equivariant estimators is derived.

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Year of publication:	1992
Authors:	Rukhin, Andrew L.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 41.1992, 1, p. 154-162
Publisher:	Elsevier
Keywords:	admissibility Bayes estimator discriminant coefficients quadratic loss scale equivariant estimators

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221510