Estimating powers of the generalized variance under the pitman closeness criterion

DOI10.2307/3315417zbMath0692.62048OpenAlexW2163960582MaRDI QIDQ3034692

Tatsuya Kubokawa

Publication date: 1990

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315417

zbMATH Keywords

multivariate normal distributionPitman closeness criterionunknown meanestimating powers of the generalized varianceinadmissibility of the closest affine equivariant estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Related Items (5)

Improved estimation under Pitman's measure of closeness ⋮ Estimating powers of the scale parameter of an exponential distribution with unknown location under Pitman's measure of closeness ⋮ Estimation of an exponential quantile under pitman's measure of closeness ⋮ Pitman closest equivariant estimators and predictors under location-scale models ⋮ Equivariant estimation under the pitman closeness criterion

Cites Work

• An improved estimator of the generalized variance
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion
• On pitman nearness and variance of estimators
• The pitman nearness criterion and its determination
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