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

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...

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Veröffentlicht in:	Metrika 2015-02, Vol.78 (2), p.227-236
Hauptverfasser:	Zakerzadeh, H., Moradi Zahraie, S. H.
Format:	Artikel
Sprache:	eng
Schlagworte:	Economic Theory/Quantitative Economics/Mathematical Methods Mathematics and Statistics Probability Theory and Stochastic Processes Statistics
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	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.
ISSN:	0026-1335 1435-926X
DOI:	10.1007/s00184-014-0499-3