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

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

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Year of publication:	2015
Authors:	Zakerzadeh, H. ; Zahraie, S. Moradi
Published in:	Metrika. - Springer. - Vol. 78.2015, 2, p. 227-236
Publisher:	Springer
Subject:	Admissibility \| Generalized Bayes estimator \| Non-regular distribution \| Squared-log error loss function

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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