Admissibility in non-regular family under squared-log error loss

H. Zakerzadeh () and S. Moradi Zahraie ()

Metrika: International Journal for Theoretical and Applied Statistics, 2015, vol. 78, issue 2, 227-236

Abstract: Consider an estimation problem under the squared-log error loss function in a one-parameter non-regular distribution when the endpoint of the support depends on an unknown parameter. The purpose of this paper is to give sufficient conditions for a generalized Bayes estimator of a parametric function to be admissible. Some examples are given. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Admissibility; Generalized Bayes estimator; Non-regular distribution; Squared-log error loss function (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:78:y:2015:i:2:p:227-236

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DOI: 10.1007/s00184-014-0499-3

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