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Characterization of limits of Bayes procedures

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  • Caridi, Frank

Abstract

For the problem of estimating the natural parameter of a p-dimensional exponential family, a characterization of regular limits of Bayes procedures is obtained which generalizes results of Sacks [14], Brown [3], and Berger and Srinivasan [1]. The form is deduced under regularity conditions for the loss function which are more general than squared error. As a corollary it is then stated that the class of procedures with this form is a complete class. The parameter space may be open, and when it is closed, the limits of Bayes procedures are generalized Bayes.

Suggested Citation

  • Caridi, Frank, 1983. "Characterization of limits of Bayes procedures," Journal of Multivariate Analysis, Elsevier, vol. 13(1), pages 52-66, March.
    • Handle: RePEc:eee:jmvana:v:13:y:1983:i:1:p:52-66
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