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

作者：Zakerzadeh H^*; Zahraie S H Moradi

来源：Metrika, 2015, 78(2): 227-236.

DOI：10.1007/s00184-014-0499-3

• Admissibility
• Generalized Bayes estimator
• Non-regular distribution
• Squared-log error loss function

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.

• 出版日期2015-2