On characterizations of pitman closeness of some shrinkage estimators

DOI10.1080/03610929108830724zbMath0800.62275OpenAlexW2024005288MaRDI QIDQ3135541

Debapriya Sengupta, Pranab Kumar Sen

Publication date: 11 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3877

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Statistical decision theory (62C99)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Biased versus unbiased estimation
• Estimation of location and scale parameters using generalized Pitman nearness criterion
• The Stein paradox in the sense of the Pitman measure of closeness
• On the pitman closeness of some sequential estimators
• Median Unbiasedness and Pitman Closeness
• The pitman nearness criterion and its determination
• Some Probability Paradoxes in Choice from Among Random Alternatives

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