Pitman's measure of closeness for symmetric stable distributions

DOI10.1016/0167-7152(93)90174-HzbMath0773.62017OpenAlexW1981483208MaRDI QIDQ1801887

Gauri Sankar Datta, Malay Ghosh, Sudip Bose

Publication date: 28 October 1993

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

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90174-h

zbMATH Keywords

normal distributionCauchy distributionsymmetric stable distributionsmeasures of concentrationPitman measure of closeness of sample averagespoint of symmetry

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10)

Related Items (max. 100)

On equivariant estimation of the location of elliptical distributions under Pitman closeness criterion ⋮ The Pitman inequality for exchangeable random vectors ⋮ Pitman closest equivariant estimators and predictors under location-scale models ⋮ Estimating the center of symmetry: is it always better to use larger sample sizes? ⋮ On the transitivity of the posterior Pitman closeness criterion

Cites Work

• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• Estimation of location and scale parameters using generalized Pitman nearness criterion
• Median Unbiasedness and Pitman Closeness
• Is Pitman Closeness a Reasonable Criterion?
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