Pitman estimation on R^ k

DOI10.1016/0378-3758(91)90028-DMaRDI QIDQ805090zbMATH OpenOpenAlexFDO

Authors Donald R. Jensen, Robert V. Foutz

Publication date 1991

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(91)90028-d

zbMATH Keywords

characterizationsEquivariant estimationgeneralized admissibilitygeneralized Laplace functionsloss arraysmatrix-valued functionsminimum-risk equivariant estimatorsmultivariate location familiesordered spaces of generalized risksPitman estimationpositive weightsquadratic functionsrisk arraysunbiasedly admissible

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Characterization and structure theory of statistical distributions (62E10) Estimation in multivariate analysis (62H12)

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Cites work

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• scientific article; zbMATH DE number 3323651 (Why is no real title available?)
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• Order-preserving functions; applications to majorization and order statistics
• Some Theorems on Distribution Functions
• THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM
• Über monotone Matrixfunktionen

Cited in

(5)

• The Pitman estimator of the Cauchy location parameter
• Improving on minimum risk equivariant and linear minimax estimators of bounded multivariate location parameters
• SEMIPARAMETRIC TIME SERIES REGRESSION
• Prediction and nonparametric estimation for time series with heavy tails
• Minimaxity and Equivariance in Infinite Dimension

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