On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion

DOI10.1080/03610928708829363MaRDI QIDQ3766659zbMATH OpenOpenAlexFDO

Authors 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

admissible estimatesbest estimatorsComparisonsentropy lossgeneralized Pitman nearness criteriongeneralized varianceLocally superior estimatesloss functionsprecision matrixsquared error loss

Mathematics Subject Classification ID

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

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Cites work

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• Estimation of a covariance matrix under Stein's loss
• Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3822927 (Why is no real title available?)
• scientific article; zbMATH DE number 3942782 (Why is no real title available?)
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Linear Statistical Inference and its Applications
• On improved estimators of the generalized variance
• On pitman nearness and variance of estimators
• THE MEDIAN OF χ¹

Cited in

(15)

• Estimation of a parameter using Pitman nearness criterion
• Estimation of location and scale parameters using generalized Pitman nearness criterion
• On estimating the current intensity of failure for the power-law process
• Pitman nearness in statistical estimation. A panel discussion on recent developments
• Banks' criterion and symmetric stable laws with index of stability between one-half and one
• Estimation of matrix valued realized signal to noise ratio
• Estimating powers of the generalized variance under the pitman closeness criterion
• Dispersion of Categorical Variables and Penalty Functions: Derivation, Estimation, and Comparability
• 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
• Performance of the 2SHI estimator under the generalised pitman nearness criterion
• 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
• scientific article; zbMATH DE number 813679 (Why is no real title available?)

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