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

Authors : Sh Moradi ZAHRAİE

Pages : 1283-1291

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Publication Date : 2015-10-01

Article Type : Research Paper

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