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

DOI10.1080/03610920500440016zbMATH Open1084.62018OpenAlexW1985410920MaRDI QIDQ5201488FDOQ5201488

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)

Cites Work

• Title not available (Why is that?)
• Comparison of regression estimators using Pitman measures of nearness.
• Title not available (Why is that?)
• Estimation of location and scale parameters using generalized Pitman nearness criterion
• Title not available (Why is that?)
• Median Unbiasedness and Pitman Closeness
• A note on a Bayesian estimator in an autocorrelated error model
• Optimal pre-test estimators in regression
• On the transitivity of the posterior Pitman closeness criterion
• some properties of posterior pitman closeness
• Optimal critical regions for pre-test estimators using a Bayes risk criterion
• Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss

Cited In (3)

• A Note on Comparison of (Non) Linear Estimators Using Pitman's Measure of Closeness
• A class of closeness criteria
• Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness

   Recommendations

• The superiority of a ridge estimator of regression parameters under the Pitman closeness criterion 👍 👎
• Is Pitman Closeness a Reasonable Criterion? 👍 👎
• Title not available (Why is that?) 👍 👎
• Comparison of Linear Estimators Using Pitman's Measure of Closeness 👍 👎
• The Pitman comparison of unbiased linear estimators 👍 👎

This page was built for publication: Pitman Closeness in Classes of General Pre-Test Estimators and Regression Estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5201488)