An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior

We give a sufficient condition for the admissibility of generalized Bayes estimators of the location vector of spherically symmetric distribution under squared error loss. Compared to the known results for the multivariate normal case, our sufficient condition is very tight and is close to being necessary. In particular we establish the admissibility of generalized Bayes estimators with respect to the harmonic prior and priors with slightly heavier tails than the harmonic prior. The key to our proof is an adaptive sequence of smooth proper priors approaching an improper prior fast enough to establish admissibility.