A note on Pitman's measure of closeness with balanced loss function

DOI10.1080/02331888.2012.751387zbMath1367.62089OpenAlexW2070160788MaRDI QIDQ5169785

Mohammad Jafari Jozani

Publication date: 11 July 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.751387

zbMATH Keywords

equivariant estimatormedian-unbiasednessbalanced loss functionPitman closeness

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (2)

Comparison of some estimators under the Pitman's closeness criterion in linear regression model ⋮ Comparative study for assessing the Pitman’s closeness of predictors based on exponential record data

Cites Work

• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• Estimation of location and scale parameters using generalized Pitman nearness criterion
• On equivariant estimation of the location of elliptical distributions under Pitman closeness criterion
• The Stein paradox in the sense of the Pitman measure of closeness
• An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.
• On estimation with weighted balanced-type loss function

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