On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion

DOI10.1080/03610928708829363zbMath0629.62058OpenAlexW2045522142MaRDI QIDQ3766659

Ravindra Khattree

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/03610928708829363

zbMATH Keywords

squared error lossgeneralized varianceentropy lossprecision matrixloss functionsComparisonsbest estimatorsadmissible estimatesgeneralized Pitman nearness criterionLocally superior estimates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items (13)

Pitman nearness in statistical estimation. A panel discussion on recent developments ⋮ Estimation of matrix valued realized signal to noise ratio ⋮ Banks' criterion and symmetric stable laws with index of stability between one-half and one ⋮ A comparison of some estimators of the variance covariance matrix when the population mean is known ⋮ Pitman closest equivariant estimators and predictors under location-scale models ⋮ Estimation of a parameter using Pitman nearness criterion ⋮ Estimating powers of the generalized variance under the pitman closeness criterion ⋮ Estimation of location and scale parameters using generalized Pitman nearness criterion ⋮ On estimating the current intensity of failure for the power-law process ⋮ Performance of the 2SHI estimator under the generalised pitman nearness criterion ⋮ Comparison of estimators of a dispersion matrix under generalized pitman nearness criterion ⋮ On estimating the common mean of several normal populations under the pitman closeness criterion ⋮ Equivariant estimation under the pitman closeness criterion

Cites Work

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• On pitman nearness and variance of estimators
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• THE MEDIAN OF χ¹
• Linear Statistical Inference and its Applications

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