Pitman estimation on R^ k

DOI10.1016/0378-3758(91)90028-DzbMATH Open0728.62003OpenAlexW2073213540MaRDI QIDQ805090FDOQ805090

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

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zbMATH Keywords

characterizationsquadratic functionspositive weightsmatrix-valued functionsEquivariant estimationgeneralized admissibilitygeneralized Laplace functionsloss arraysminimum-risk equivariant estimatorsmultivariate location familiesordered spaces of generalized risksPitman estimationrisk arraysunbiasedly admissible

Mathematics Subject Classification ID

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

Cites Work

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• Über monotone Matrixfunktionen
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• Some Theorems on Distribution Functions
• THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM
• Order-preserving functions; applications to majorization and order statistics
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Cited In (4)

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

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