admissibility theorem

E766786

The admissibility theorem is a result in statistical decision theory that characterizes when a decision rule cannot be uniformly improved upon, linking admissible rules to optimality concepts such as those in complete class theorems.

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Label Occurrences
admissibility theorem canonical 1

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Statements (35)

Predicate Object
instanceOf result in statistical decision theory ⓘ
theorem ⓘ
appliesTo decision-theoretic formulations of statistical procedures ⓘ
estimation problems ⓘ
hypothesis testing problems ⓘ
parametric statistical models ⓘ
assumes specified action space ⓘ
specified loss function ⓘ
specified parameter space ⓘ
characterizes conditions for admissibility of a decision rule ⓘ
when a decision rule cannot be uniformly improved upon ⓘ
concerns admissible decision rules ⓘ
contrastsWith inadmissibility results ⓘ
field statistical decision theory ⓘ
formalizes notion of non-improvability of a decision rule ⓘ
framework Bayesian decision theory ⓘ
frequentist decision theory ⓘ
goal identify decision rules that cannot be uniformly improved in risk ⓘ
implies every admissible rule is in some complete class ⓘ
under regularity conditions, Bayes rules are admissible ⓘ
links Bayes rules and admissible rules ⓘ
admissible rules to optimality concepts ⓘ
relatedTo complete class theorem ⓘ
relatesTo decision rules ⓘ
loss functions ⓘ
risk functions ⓘ
usedIn construction of optimal statistical procedures ⓘ
evaluation of estimators ⓘ
evaluation of tests ⓘ
theoretical statistics ⓘ
usesConcept Bayes risk ⓘ
complete class ⓘ
prior distribution ⓘ
risk dominance ⓘ
uniform dominance ⓘ

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Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.