The Pitman comparison of unbiased linear estimators

DOI10.1016/0167-7152(94)90145-7zbMath0788.62048OpenAlexW2080168646MaRDI QIDQ1314692

Jerome P. Keating, Robert L. Fountain

Publication date: 2 June 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90145-7

zbMATH Keywords

equivalenceorder statisticsBLUEcanonical formPitman's measure of closenessassumption of normalitybest linear unbiased estimatorsbest linear equivariant estimatorscomparison of linear estimatorsPitman-closest linear unbiased estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items (12)

THE SMALL SAMPLE PROPERTIES OF THE PRINCIPAL COMPONENTS ESTIMATOR FOR REGRESSION COEFFICIENTS ⋮ PITMAN-CLOSENESS AS A MEASURE TO EVALUATE THE QUALITY OF FORECASTS ⋮ A class of closeness criteria ⋮ Robust Bayesian Pitman closeness ⋮ A Summary of Some Research on PC and Bayesian PC Criterion in China ⋮ Pitman closest equivariant estimators and predictors under location-scale models ⋮ Pitman closeness of \(k\)-records from two sequences to progressive type-II censored order statistics ⋮ The Superiorities of Bayes Linear Minimum Risk Estimation in Linear Model ⋮ Comparison of Robust Estimators of Standard Deviation in Normal Distributions Within the Context of Quality Control ⋮ A Note on Comparison of (Non) Linear Estimators Using Pitman's Measure of Closeness ⋮ Closeness ofk-records to Progressive Type-II Censored Order Statistics for Location-scale Families ⋮ More on the unbiased ridge regression estimation

Cites Work

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• Relation of the best invariant predictor and the best unbiased predictor in location and scale families
• Estimation of location and scale parameters using generalized Pitman nearness criterion
• Comparison of estimators of the location parameter using pitman's closeness criterion
• Pitman closeness comparison of linear estimators:a canonical form
• Pitman closeness for hierarchical bayes predictors in mixed linear models
• Karlin's corollary: a topological approach to pitman's measure
• Median Unbiasedness and Pitman Closeness
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• The pitman nearness criterion and its determination
• Optimum Estimators for Linear Functions of Location and Scale Parameters
• A New Proof of the Bahadur Representation of Quantiles and an Application
• LEAST-SQUARES ESTIMATION OF LOCATION AND SCALE PARAMETERS USING ORDER STATISTICS

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