Inadmissibility Results for Generalized Bayes Estimators of Coordinates of a Location Vector
Inadmissibility Results for Generalized Bayes Estimators of Coordinates of a Location Vector
Let $X = (X_1, \cdots, X_n)$ be an $n$-dimensional random vector with density $f(x - \theta)$. Assume the loss incurred in estimating $\theta$ by $d$ is $L(d - \theta)$ and is convex. Let $F$ be a generalized prior density. The question of inadmissibility of generalized Bayes estimators of $\theta$ is …