Abstract: The present paper is proposed a method to deal with the ε-stability of estimation for a class of equivariant estimators L₁={T_n(1+ ∑^n-1_i=1c_i|X_i/X_n|)} under the loss function L(σ,d)=(1-d/σ)² by means of the optimal cr iterion in the statistical decision. The conditions of the ε-stability for the estimator in L₁ are presented. Furthermore, as an example of th is method, the ε-stability of estimation of scale paramter λ in Gamma distribution is discussed.

Key words: square loss function, minimum risk equivariant estimat or, ε-stability