Abstract
For a family of non-regular distributions with a location parameter including the uniform and truncated distributions, the stochastic expansion of the Bayes estimator is given and the asymptotic lower bound for the Bayes risk is obtained and shown to be sharp. Some examples are also given.
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References
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Akahira, M., Ohyauchi, N. Information Inequalities for the Bayes Risk for a Family of Non-Regular Distributions. Annals of the Institute of Statistical Mathematics 54, 806–815 (2002). https://doi.org/10.1023/A:1022415402699
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DOI: https://doi.org/10.1023/A:1022415402699