Is Pitman Closeness a Reasonable Criterion?

DOI10.2307/2290692zbMath0779.62020MaRDI QIDQ4694170

J. T. Gene Hwang, William E. Strawderman, Christian P. Robert Robert

Publication date: 19 January 1994

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2290692

zbMATH Keywords

loss function; counterexamples; examples; shrinkage estimators; location parameter; stochastic domination; Pitman closeness criterion; nontransitivity; joint distribution of compared estimators; Pitman admissibility; Pitman domination

Mathematics Subject Classification ID

62F10: Point estimation

62A01: Foundations and philosophical topics in statistics

62C15: Admissibility in statistical decision theory

62C05: General considerations in statistical decision theory

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