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A Festschrift for Herman Rubin (Institute of Mathematical by Anirban Dasgupta

By Anirban Dasgupta

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Additional info for A Festschrift for Herman Rubin (Institute of Mathematical Statistics, Lecture Notes-Monograph Series)

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K (other than work referred to elsewhere in this paper, see for instance van Eeden and Zidek, 2001, 2003 for additional annotated references). Another dominating estimator of δφ0 (X1 , X2 ) = X1 , which may be seen as a consequence of Proposition 1, is given by δφ1 (X1 , X2 ) = Y2 + φmle (Y1 ), where φmle (Y1 ) is the mle of µ1 , µ1 ∈ C. This is so because, as remarked upon in Section 2, φ1 (Y1 ) = φmle (Y1 ) dominates under squared error loss, as an estimator of µ1 ; µ1 ∈ C; φ0 (Y1 ) = Y1 .

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And Roynette, B. (1977). March aleatoires sur les Groupes de Lie. Lecture Notes in Math 624, New York: Springer. MR517359 [13] Hobert, J. and Robert, C. (1999). Eaton’s Markov chain, its conjugate partner, and P -admissibility. Ann. Statist. 27, 361–373. MR1701115 [14] James, W. and Stein, C. (1961). Estimation with quadratic loss. In Proc. Fourth Berkeley Symp. Math. Statist. Probab. 1, 361–380. Berkeley: University of California Press. MR133191 [15] Johnson, B. (1991). On the admissibility of improper Bayes inferences in fair Bayes decision problems.

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