Sufficient conditions for the admissibility under the LINEX loss function in non-regular case |
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Authors: | H. Tanaka |
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Affiliation: | 1. Graduate School of Engineering , Osaka Prefecture University , Osaka , 599-8531 , Japan tanaka@ms.osakafu-u.ac.jp |
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Abstract: | Consider an estimation problem under the LINEX loss function in one-parameter non-regular distributions where 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. Also, it is shown that the main result in this paper is an extension of the quadratic loss case. Some examples are given. |
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Keywords: | admissibility generalized Bayes estimator LINEX loss function non-regular distribution |
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