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Admissibility of generalized bayes and pitman estimates in the non-regular family |
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| Authors: | Bimal Kumar Sinha Anirban Das Gupta |
| Institution: | 1. Department of Mathematics and Statistics , University of Pittsburgh , Pittsburgh, PA, 15260;2. Department of Statistics , Purdue University , West Lafayette, IN, 47907 |
| Abstract: | In this paper we have considered the problem of finding admissible estimates for a fairly general class of parametric functions in the so called “non-regular” type of densities Following Karlin s (1958) technique, we have established the ad-missibility of generalized Bayes estimates and Pitman estimates. Some examples are discussed. |
| Keywords: | non-regular density admissibility exponential family generalized bayes estimate Pitman estimate |