Some Admissible Nonparametric and Related Finite Population Sampling Estimators

Abstract

Given a random sample from an unknown distribution $F,$ which is assumed to belong to some nonparametric family of distributions, consider the problem of estimating $\gamma(F),$ some function of $F.$ When the loss function is squared error, admissible estimators are exhibited for a large class of $\gamma$'s. A relationship between these estimators and similar ones in finite population sampling is demonstrated.