Gamma-Admissibility in a Non-Regular Family with Squared-Log Loss Function

Shirin Moradi Zahraie; Hojatollah Zakerzadeh

doi:10.57805/revstat.v15i4.222

Gamma-Admissibility in a Non-Regular Family with Squared-Log Loss Function

Authors

Shirin Moradi Zahraie Yazd University
Hojatollah Zakerzadeh Yazd University

DOI:

https://doi.org/10.57805/revstat.v15i4.222

Keywords:

Gamma-admissibility, generalized Bayes estimator, non-regular distribution, squaredlog error loss function

Abstract

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.

Downloads

REVSTAT2017v15n4_1

Published

2017-10-13

How to Cite

Moradi Zahraie , S., & Zakerzadeh , H. (2017). Gamma-Admissibility in a Non-Regular Family with Squared-Log Loss Function. REVSTAT-Statistical Journal, 15(4), 473–486. https://doi.org/10.57805/revstat.v15i4.222