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

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  • H. Zakerzadeh
  • S. Moradi Zahraie

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

Suggested Citation

  • H. Zakerzadeh & S. Moradi Zahraie, 2015. "Admissibility in non-regular family under squared-log error loss," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(2), pages 227-236, February.
    • Handle: RePEc:spr:metrik:v:78:y:2015:i:2:p:227-236
    DOI: 10.1007/s00184-014-0499-3
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    References listed on IDEAS

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    1. Byung Kim, 1994. "Admissibility of generalized Bayes estimators in an one parameter nonregular family," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 41(1), pages 99-108, December.
    2. N. Farsipour, 2003. "Admissibility of estimators in the non-regular family under entropy loss function," Statistical Papers, Springer, vol. 44(2), pages 249-256, April.
    3. N. Sanjari Farsipour, 2007. "Admissible estimation in an one parameter nonregular family of absolutely continuous distributions," Statistical Papers, Springer, vol. 48(2), pages 337-345, April.
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