A Note on Comparison of (Non) Linear Estimators Using Pitman's Measure of Closeness

DOI10.1080/03610920701386836zbMath1129.62054OpenAlexW2095685848MaRDI QIDQ5438326

Liqing Yan

Publication date: 23 January 2008

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

Full work available at URL: https://doi.org/10.1080/03610920701386836

zbMATH Keywords

Pitman closenessJames-Stein type estimatorsridge estimatorsPMCordinary least square estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (1)

More on the unbiased ridge regression estimation

Cites Work

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• The Pitman comparison of unbiased linear estimators
• The Stein paradox in the sense of the Pitman measure of closeness
• Pitman nearness in statistical estimation. A panel discussion on recent developments
• Comparison of estimators of the location parameter using pitman's closeness criterion
• Pitman closeness comparison of linear estimators:a canonical form
• Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• Pitman Closeness in Classes of General Pre-Test Estimators and Regression Estimators

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