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

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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.

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Authors and Affiliations

  1. Department of Statistics, Yazd University, Yazd, Iran

    H. Zakerzadeh & S. H. Moradi Zahraie

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  1. H. Zakerzadeh
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  2. S. H. Moradi Zahraie
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Correspondence to H. Zakerzadeh.

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Zakerzadeh, H., Moradi Zahraie, S.H. Admissibility in non-regular family under squared-log error loss. Metrika 78, 227–236 (2015). https://doi.org/10.1007/s00184-014-0499-3

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  • DOI: https://doi.org/10.1007/s00184-014-0499-3

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