Pitman's measure of closeness for symmetric stable distributions

DOI10.1016/0167-7152(93)90174-HzbMath0773.62017MaRDI QIDQ1801887

Gauri Sankar Datta, Malay Ghosh, Sudip Bose

Publication date: 28 October 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90174-h

zbMATH Keywords

normal distribution; Cauchy distribution; symmetric stable distributions; measures of concentration; Pitman measure of closeness of sample averages; point of symmetry

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

62F10: Point estimation

Related Items

The Pitman inequality for exchangeable random vectors, Pitman closest equivariant estimators and predictors under location-scale models, On the transitivity of the posterior Pitman closeness criterion, On equivariant estimation of the location of elliptical distributions under Pitman closeness criterion, Estimating the center of symmetry: is it always better to use larger sample sizes?

Cites Work

• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• Estimation of location and scale parameters using generalized Pitman nearness criterion
• Median Unbiasedness and Pitman Closeness
• Is Pitman Closeness a Reasonable Criterion?
• Unnamed Item
• Unnamed Item
• Unnamed Item