Admissibility of Quantile Estimates of a Single Location Parameter
Admissibility of Quantile Estimates of a Single Location Parameter
Let $B$ be the $\sigma$-algebra of all Borel subsets of the real line $\mathscr{X}$ and $\mathscr{A}$ be a $\sigma$-algebra of subsets of a set $\mathscr{Y}$. Let $\nu$ be a probability measure on $\mathscr{A}$. Let $P$ be a $B \times \mathscr{A}$ measurable function on $\mathscr{X} \times \mathscr{Y}$ such that $P(\cdot, y)$ …