Some Admissible Nonparametric and Related Finite Population Sampling Estimators
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 γ(F), some function of F. When the loss function is squared error, admissible estimators are exhibited for a large class of γ's. A relationship between these estimators and similar ones in finite population sampling is demonstrated.
This article is from The Annals of Statistics 13 (1985): 811, doi: 10.1214/aos/1176349559. Posted with permission.