Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Admissible Estimation for Parameters in a Family of Non-regular Densities

  • Byung Hwee Kim (Department of Mathemtics, Hanyang University, Seoul 133-791, KOREA) ;
  • In Hong Chang (Department of Mathematics, Hanyang University, Seoul 133-791, KOREA)
  • Published : 1995.12.01
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Abstract

Consider an estimation problem under squared error loss in a family of non-regular densities with both terminals of the support being decreasing functions of an unknown parameter. Using Karlin's(1958) technique, sufficient conditions are given for generalized Bayes estimators to be admissible for estimating an arbitrarily positive, monotone parametric function and then treat some examples which illustrate our results.

Keywords

References

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