Brown, Lawrence D. - In: Journal of Multivariate Analysis 9 (1979) 2, pp. 332-336
Previous work on the problem of estimating a univariate normal mean under squared error loss suggests that an estimator should be admissible if and only if it is generalized Bayes for a prior measure, F, whose tail is "light" in the sense that [integral operator]1[infinity] f*-1(x) DX =...