Abstract
Consider an estimation problem under squared error loss in an one parameter nonregular family of distributions with the lower endpoint of the support depending on an unknown parameter. Using Karlin's ([3]) method, sufficient conditions are given for generalized Bayes estimators to be admissible for estimating an arbitrary nonnegative, differentiable, monotone parametric function. The results are then applied to the case when both endpoints of the support of the distribution depend on the parameter θ. Finally, some examples are subsequently given.
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Research supported by a grant from Hanyang University, 1989.
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Kim, B.H. Admissibility of generalized Bayes estimators in an one parameter nonregular family. Metrika 41, 99–108 (1994). https://doi.org/10.1007/BF01895309
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DOI: https://doi.org/10.1007/BF01895309