Second-order Pitman closeness and Pitman admissibility

DOI10.1214/aos/1176325621zbMath0817.62017OpenAlexW2061015711MaRDI QIDQ1805568

Jayanta K. Ghosh, Rahul Mukerjee, Pranab Kumar Sen

Publication date: 3 July 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325621

zbMATH Keywords

nuisance parametersbiasEdgeworth expansionPitman closeness criterionposterior mediancomparison of estimatorsbest asymptotically normal estimatorsmedian unbiasednessparametric orthogonalityhigher-order asymptotic efficiencysecond-order Pitman admissibility

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Admissibility in statistical decision theory (62C15)