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Some Admissible Estimators in Extreme Value Densities

Published online by Cambridge University Press:  20 November 2018

R. Singh
R. Singh*
Affiliation:
Department of Mathematics University of Saskatchewan Saskatoon, Saskatchewan
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Let X be a random variable having the extreme value density of the form

(1)

where r is assumed to be a positive Lebesgue measurable function of x and the function q is defined by

for all θ in Ω = (0, ∞). It is further assumed that q(θ) approaches zero as θ → ∞.

In this note we are concerned with estimating parametric functions g(θ) of the form [1/q(θ)]α, α any real number. The loss function is assumed to be squared error and the estimators are assumed to be functions of a single observation X.

Information

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 18 , Issue 1 , April 1975, pp. 105 - 110
Copyright
Copyright © Canadian Mathematical Society 1975

References

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