Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Sufficient Conditions for the Admissibility of Estimators in the Multiparameter Exponential Family

  • Dong, Kyung-Hwa (Department of Mathematics, Hanyang University, Seoul, 133-791) ;
  • Kim, Byung-Hwee (Department of Mathematics, Hanyang University, Seoul, 133-791)
  • Published : 1993.06.01
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Abstract

Consider the problem of estimating an arbitrary continuous vector function under a weighted quadratic loss in the multiparameter exponential family with the density of the natural form. We first provide, using Blyth's (1951) method, a set of sufficient conditions for the admisibility of (possibly generalized Bayes) estimators and then treat some examples for normal, Poisson, and gamma distributions as applications of the main result.

Keywords

References

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