Brown's loss function and estimation of the scale parameter and the entropy in scale mixture models with unknown location

This paper deals with the problems of decision theoretic estimation of the scale parameter, $σ$, and the entropy (Shannon or Renyi) in general scale mixture models with unknown location. Employing Kubokawa's approach, under convexity of the loss $L(t)$ either in $t$ or in $lnt$, improved estimators