most citedOn Extended Admissible Procedures and their Nonstandard Bayes Risk

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math.ST2016★ 7 cited

On Extended Admissible Procedures and their Nonstandard Bayes Risk

Haosui Duanmu, Daniel M. Roy

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 relationshi…