Improved estimation under Pitman's measure of closeness
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Publication:1359401
DOI10.1007/BF00050851zbMath0898.62025MaRDI QIDQ1359401
Publication date: 14 October 1998
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
loss function; equivariant estimator; Stein-type estimator; Pitman measure of closeness; testimator; Brown-type estimator; closest estimator
62F10: Point estimation
Related Items
Pitman closest equivariant estimators and predictors under location-scale models, Improved estimation under Pitman's measure of closeness, Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function, Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models
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