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Limits of Bayes estimators in convex, truncated parameter spaces

Author

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  • Charras, Alec
  • van Eeden, Constance

Abstract

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.

Suggested Citation

  • Charras, Alec & van Eeden, Constance, 1991. "Limits of Bayes estimators in convex, truncated parameter spaces," Statistics & Probability Letters, Elsevier, vol. 11(6), pages 479-483, June.
    • Handle: RePEc:eee:stapro:v:11:y:1991:i:6:p:479-483
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