On equivariant estimation of the location of elliptical distributions under Pitman closeness criterion
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Publication:1382210
DOI10.1016/S0167-7152(97)00084-9zbMath0888.62053MaRDI QIDQ1382210
Publication date: 25 March 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
loss function; transformation group; transitive; median unbiasedness; Pitman closest equivariant estimators
62H12: Estimation in multivariate analysis
62A01: Foundations and philosophical topics in statistics
62C99: Statistical decision theory
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A note on Pitman's measure of closeness with balanced loss function, Pitman closest equivariant estimators and predictors under location-scale models
Cites Work
- Statistical decision theory and Bayesian analysis. 2nd ed
- Estimation of location and scale parameters using generalized Pitman nearness criterion
- Pitman's measure of closeness for symmetric stable distributions
- Equivariant estimation under the pitman closeness criterion
- Bayesian pitman closeness
- Median Unbiasedness and Pitman Closeness
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