Admissible estimation in an one parameter nonregular family of absolutely continuous distributions |
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Authors: | Byung Hwee Kim Glen Meeden |
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Institution: | 1. Department of Mathematics , Hanyang University , Secul, 133-791, Korea;2. School of Statistics , University of Minnesota , Minneapolis, MN 55455, U.S.A |
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Abstract: | Consider the problem of estimating under squared error loss an arbitrarily positive, strictly increasing or decreasing parametric function based on a sample of size n in an one parameter nonregular family of absolutly continuous distributions with both endpoints of the support depending on a single parameter. We first provide sufficient conditions for the admissibility of generalized Bayes estimators with respect to some specific priors and then treat several examples which illustrate the admissibility of best invariant estimators in some location or scale parameter problems. |
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Keywords: | One parameter nonregular family generalized bayes estimator admissibility squared error loss best invariant estimator |
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