Improved estimation under Pitman's measure of closeness
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Publication:1359401
DOI10.1007/BF00050851zbMath0898.62025MaRDI QIDQ1359401
Publication date: 14 October 1998
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
loss functionequivariant estimatorStein-type estimatorPitman measure of closenesstestimatorBrown-type estimatorclosest estimator
Related Items (4)
Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models ⋮ Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function ⋮ Improved estimation under Pitman's measure of closeness ⋮ Pitman closest equivariant estimators and predictors under location-scale models
Cites Work
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- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
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