Counterexample—An inadmissible estimator which is generalized bayes for a prior with “light” tails
نویسندگان
چکیده
منابع مشابه
FULLY BAYES FACTORS WITH A GENERALIZED g-PRIOR
where α is an unknown intercept parameter, 1n is an n× 1 vector each component of which is one, XF = (x1, . . . ,xp) is an n×p design matrix, βF is a p×1 vector of unknown regression coefficients, In is an n × n identity matrix and σ 2 is an unknown positive scalar. (The subscript F denotes the full model.) We assume that the columns of XF have been standardized so that for 1 ≤ i ≤ p, x′i1n = 0...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1979
ISSN: 0047-259X
DOI: 10.1016/0047-259x(79)90090-3