Pitman Closeness in Classes of General Pre-Test Estimators and Regression Estimators

DOI10.1080/03610920500440016MaRDI QIDQ5201488zbMATH OpenOpenAlexFDO

Authors Jiří Reif

Publication date 19 April 2006

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920500440016

zbMATH Keywords

Pitman closeness criterionpre-test estimator

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 108514 (Why is no real title available?)
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• scientific article; zbMATH DE number 3026329 (Why is no real title available?)
• A note on a Bayesian estimator in an autocorrelated error model
• Comparison of regression estimators using Pitman measures of nearness.
• Estimation of location and scale parameters using generalized Pitman nearness criterion
• Median Unbiasedness and Pitman Closeness
• On the transitivity of the posterior Pitman closeness criterion
• Optimal critical regions for pre-test estimators using a Bayes risk criterion
• Optimal pre-test estimators in regression
• Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss
• some properties of posterior pitman closeness

Cited in

(5)

• Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness
• On superiority of estimation regarding Pitman closeness criterion in general mixed linear models
• A Note on Comparison of (Non) Linear Estimators Using Pitman's Measure of Closeness
• A class of closeness criteria
• Pitman closeness properties of point estimators and predictive densities with parametric constraints

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