Abstract
We are concerned with the admissibility of nonlinear estimators of the form $(aX + b)/(cX + d)$ in the one-parameter exponential family, in estimating $g(\theta)$ with quadratic loss. Our method will be reminiscent of that of Karlin who gave sufficient conditions for admissibility of linear estimators $aX$ in estimating the mean in the one-parameter family. Our results generalize those of Ghosh and Meeden who studied admissibility of $aX + b$ for estimating an arbitrary function $g(\theta)$. Particular cases of estimators of the form, $c/X$ are studied and several examples are given. We show that $(n - 2)/(X + a), a \geq 0$ is admissible in estimating the parameter of an exponential density. We also discuss the case of truncated parameter space.
Citation
Dan Ralescu. Stefan Ralescu. "A Class of Nonlinear Admissible Estimators in the One-Parameter Exponential Family." Ann. Statist. 9 (1) 177 - 183, January, 1981. https://doi.org/10.1214/aos/1176345344
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