The sample mean as an estimator of the location parameter in the case of a Laplacian loss function and a nuisance scale parameter

Under certain a priori conditions it is shown that the sample mean is an admissible estimator of the location parameter in the case of a Laplacian loss function and a nuisance scale parameter only for samples from a Gaussian population.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 43, pp. 15–29, 1974.