I have the following questions. They are not homework problems, but they are things that the professor said that I should wonder about. I suspect that I will have to deal with this on an exam in the future. So my questions are:
- Is a limiting Bayes estimator always admissible?
- Is a generalized Bayes estimator with constant risk always admissible?
I suspect that the answer to the first question is no, and the answer to the second question is yes, but I am uncertain.