Bayes and Admissible Set Estimation
研究基于观测X对参数θ进行集估计的问题，目标是同时控制非覆盖概率和估计集的期望大小，探讨了集估计的贝叶斯性质及其与置信过程可容许性的关系。
Abstract We consider the problem of set estimation of a parameter θ based on an observation X, with the goal of simultaneous control of the noncoverage probability and expected size of the estimating set. Several notions of being Bayes for set estimates are studied, and their relationship to a natural notion of admissibility for confidence procedures is investigated.