Larry Brown’s Work on Admissibility

• Autores: Iain M. Johnstone
• Localización: Statistical science, ISSN 0883-4237, Vol. 34, Nº. 4, 2019 (Ejemplar dedicado a: Memorial Issue for Lawrence D. Brown), págs. 657-668
• Idioma: inglés
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• Resumen

  • Many papers in the early part of Brown’s career focused on the admissibility or otherwise of estimators of a vector parameter. He established that inadmissibility of invariant estimators in three and higher dimensions is a general phenomenon, and found deep and beautiful connections between admissibility and other areas of mathematics. This review touches on several of his major contributions, with a focus on his celebrated 1971 paper connecting admissibility, recurrence and elliptic partial differential equations.