Is Pitman Closeness a Reasonable Criterion?

DOI10.2307/2290692zbMath0779.62020OpenAlexW4213362418MaRDI QIDQ4694170

William E. Strawderman, J. T. Gene Hwang, Christian P. Robert Robert

Publication date: 19 January 1994

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2290692

zbMATH Keywords

loss functioncounterexamplesexamplesshrinkage estimatorslocation parameterstochastic dominationPitman closeness criterionnontransitivityjoint distribution of compared estimatorsPitman admissibilityPitman domination

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15) General considerations in statistical decision theory (62C05)

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