Gamma-admissibility of generalized Bayes estimators under LINEX loss function in a non-regular family of distributions

Abstract

Consider an estimation problem in a non-regular family of distributions under the LINEX loss function. Reviewing the admissibility of estimators under a vague prior information leads to the concept of gamma-admissibility. The purpose of this article is to give a sufficient conditions for a generalized Bayes estimator of a parametric function to be gamma-admissible. Some examples are given.

Keywords

• Gamma-admissibility,Generalized Bayes estimator,LINEX loss function,Non-regular distribution,Vague prior information

References

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