A unified study for estimation of order restricted location/scale parameters under the generalized Pitman nearness criterion
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Publication:6411547
arXiv2209.10803MaRDI QIDQ6411547FDOQ6411547
Authors: Naresh Garg, Neeraj Misra 
Publication date: 22 September 2022
Abstract: We consider component-wise estimation of order restricted location/scale parameters of a general bivariate location/scale distribution under the generalized Pitman nearness criterion (GPN). We develop some general results that, in many situations, are useful in finding improvements over location/scale equivariant estimators. In particular, under certain conditions, these general results provide improvements over the unrestricted Pitman nearest location/scale equivariant estimators and restricted maximum likelihood estimators. The usefulness of the obtained results is illustrated through their applications to specific probability models. A simulation study has been considered to compare how well different estimators perform under the GPN criterion with a specific loss function.
Point estimation (62F10) Statistical decision theory (62C99) Parametric inference under constraints (62F30)
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