Comparison of Linear Estimators Using Pitman's Measure of Closeness

DOI10.2307/2289801MaRDI QIDQ3481091zbMATH OpenOpenAlexFDO

Authors Robert L. Mason, Pranab K. Sen, Neil W. Jun. Blaylock, Jerome P. Keating

Publication date 1990

Full work available at URL https://doi.org/10.2307/2289801

zbMATH Keywords

least squaresmultivariate normalityridge regression estimatorsexact expressionsPitman's measure of closenesscomparison of two linear forms of a common random vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• The Pitman comparison of unbiased linear estimators
• A Note on Comparison of (Non) Linear Estimators Using Pitman's Measure of Closeness
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• The superiority of a ridge estimator of regression parameters under the Pitman closeness criterion

Cited in

(32)

• PITMAN-CLOSENESS AS A MEASURE TO EVALUATE THE QUALITY OF FORECASTS
• Pitman closeness for Stein-rule estimators of regression coefficients
• The Superiorities of Bayes Linear Minimum Risk Estimation in Linear Model
• Median unbiasedness in an invariant prediction problem
• Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models
• THE SMALL SAMPLE PROPERTIES OF THE PRINCIPAL COMPONENTS ESTIMATOR FOR REGRESSION COEFFICIENTS
• A summary of some research on PC and Bayesian PC criterion in China
• Pitman closest estimators based on convex linear combinations of two contiguous order statistics
• Comparisons of the generalized Liu and the ordinary Liu estimators to the ordinary least squares estimator under the Pitman's closeness criterion
• A Note on Comparison of (Non) Linear Estimators Using Pitman's Measure of Closeness
• Some comments on: Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion.
• Comparison of estimators of a dispersion matrix under generalized pitman nearness criterion
• Improved estimation under Pitman's measure of closeness
• Comparison of some estimators under the Pitman's closeness criterion in linear regression model
• Performance of the 2SHI estimator under the generalised pitman nearness criterion
• PMC theorems on PCR-ridge class estimators
• Robust Bayesian Pitman closeness
• Pitman nearness in statistical estimation. A panel discussion on recent developments
• Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion
• Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss
• Comparison of estimators of the location parameter using pitman's closeness criterion
• Pitman closeness comparison of linear estimators:a canonical form
• Pitman Closeness in Classes of General Pre-Test Estimators and Regression Estimators
• Linear estimators under Pitman nearness criterion
• Performance of extrapolation based on Pitman's measure of closeness in spatial regression models with extended skew \(t\) innovations
• scientific article; zbMATH DE number 3896092 (Why is no real title available?)
• Karlin's corollary: a topological approach to pitman's measure
• More on the unbiased ridge regression estimation
• Comparison of regression estimators using Pitman measures of nearness.
• Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion
• The Pitman comparison of unbiased linear estimators
• Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function

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