Abstract
In this paper we have considered the problem of finding admissible estimates for a fairly general class of parametric functions in the so called “non-regular” type of densities. The admissibility of generalized Bayes and Pitman estimates of functions of parameters have been established under entropy loss function.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
Bibliography
Brown, L.D. (1966). On the admissibility of invariant estimators of one or more location parameters. Ann. Math. Statist., 37, 1087–1136.
Ghosh, M., Banerjee, P.K. and Sinha, B.K. (1981). An admissibility re- sult and its applications. The Aligarh Journal of statistics, 1, 19–22.
Ghosh, M. and Meeden, G. (1977). Admissibility of linear estimators in the one parameter exponential family. Ann. statist., 5, 772–778.
Karlin, S. (1958). Admissibility for estimation with quadratic loss. Ann. Math, statist. 29, 406–436.
Kim, B. H. and Meeden, G. (1994). Admissible estimation in an one param- eter nonregular family of absolutely continuous distributions. Commun. Statist. — Theory Meth., 23(10), 2993–3001.
Sharma, D. (1975). A note on Karlin’s admissibility result for extreme value density. Jour. of Indian statist. Assoc. 19, 67–69.
Sinha, B.K. and Dasgupta, A. (1984). Admissibility of generalized Bayes and Pitman estimates in the non-regular family. Commun. Statist. — Theory Meth., 13(14), 1709–1721.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Farsipour, N.S. Admissibility of estimators in the non-regular family under entropy loss function. Statistical Papers 44, 249–256 (2003). https://doi.org/10.1007/s00362-003-0149-8
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/s00362-003-0149-8