Limits of Bayes estimators in convex, truncated parameter spaces

For the case when the parameter space is restricted to a closed convex subset of , conditions are given under which estimators of the parameters are not almost-sure limits of sequences of Bayes estimators, and conditions under which they are inadmissible.

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Year of publication:	1991
Authors:	Charras, Alec ; van Eeden, Constance
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 11.1991, 6, p. 479-483
Publisher:	Elsevier
Keywords:	Estimation under restrictions Bayes properties of boundary rules

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

Persistent link: https://www.econbiz.de/10005319363