On Extended Admissible Procedures and their Nonstandard Bayes Risk

On Extended Admissible Procedures and their Nonstandard Bayes Risk

Neyman Seminar
Apr 5, 2017, 04:00 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Daniel M. Roy, Dept. of Statistics, University of Toronto
For finite parameter spaces under finite loss, every Bayes procedure derived from a prior with full support is admissible, and every admissible procedure is Bayes. This relationship already breaks down once we move to finite-dimensional Euclidean parameter spaces. Compactness and strong regularity conditions suffice to repair the relationship, but without these conditions, admissible procedures...