On the pitman closeness of some sequential estimators

DOI10.1080/07474949008836220zbMath0723.62044OpenAlexW2015095342MaRDI QIDQ3210731

Pranab Kumar Sen

Publication date: 1990

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949008836220

zbMATH Keywords

loss functiontransitivitymaximum likelihood estimatorequivariancedominancesufficiencyancillarityStein phenomenonPitman closenessmultinormal meanmultivariate median unbiasednessPitman closest estimatorsequential shrinkage estimators

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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Cites Work

• Sequential shrinkage estimation
• Estimation of the mean of a multivariate normal distribution
• A complete class theorem for strict monotone likelihood ratio with applications
• Second order approximations for sequential point and interval estimation
• Estimation of location and scale parameters using generalized Pitman nearness criterion
• The Stein paradox in the sense of the Pitman measure of closeness
• Median Unbiasedness and Pitman Closeness
• Sequential shrinkage estimation of the difference between two multivariate normal means
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean