| Abstract: | Abstract Estimation of scale parameter under the squared log error loss function is considered with restriction to the principle of invariance and risk unbiasedness. An explicit form of minimum risk scale-equivariant estimator under this loss is obtained. The admissibility and inadmissibility of a class of linear estimators of the form (cT + d) are considered, where T follows a gamma distribution with an unknown scale parameter η and a known shape parameter ν. This includes the admissibility of the minimum risk equivariant estimator on η (MRE). |
