Pitman Closeness in Classes of General Pre-Test Estimators and Regression Estimators

DOI10.1080/03610920500440016zbMath1084.62018OpenAlexW1985410920MaRDI QIDQ5201488

Jiří Reif

Publication date: 19 April 2006

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

Full work available at URL: https://doi.org/10.1080/03610920500440016

zbMATH Keywords

Pitman closeness criterionpre-test estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Bayesian inference (62F15)

Related Items (2)

A Note on Comparison of (Non) Linear Estimators Using Pitman's Measure of Closeness ⋮ Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness

Cites Work

• A note on a Bayesian estimator in an autocorrelated error model
• Estimation of location and scale parameters using generalized Pitman nearness criterion
• On the transitivity of the posterior Pitman closeness criterion
• Optimal pre-test estimators in regression
• Optimal critical regions for pre-test estimators using a Bayes risk criterion
• Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss
• some properties of posterior pitman closeness
• Median Unbiasedness and Pitman Closeness
• Comparison of regression estimators using Pitman measures of nearness.
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