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.