On Contractions of Bayes Estimators for Exponential Family Distributions
Michael Goldstein · The Annals of Statistics · 1977
Sufficient conditions are provided to ensure that the Bayes estimator with squared error loss for the natural parameter of an exponential family distribution is a linear function of the sample value, given that various contractions of the Bayes estimator are also Bayes estimators, generalizing a result of Meeden (1976).