Gamma-Admissibility in a Non-Regular Family with Squared-Log Loss Function
Keywords:Gamma-admissibility, generalized Bayes estimator, non-regular distribution, squaredlog error loss function
Review the admissibility of estimators under a vague prior information leads to the concept of gamma-admissibility. In this paper, the problem of estimation in a nonregular family of distributions under a squared log error loss function is considered. We find sufficient condition for a generalized Bayes estimator of a parametric function to be gamma-admissible. Some examples are given.
How to Cite
Copyright (c) 2017 REVSTAT-Statistical Journal
This work is licensed under a Creative Commons Attribution 4.0 International License.