Pitman estimation on \({\mathbb{R}}^ k\)

DOI10.1016/0378-3758(91)90028-DzbMath0728.62003OpenAlexW2073213540MaRDI QIDQ805090

Robert V. Foutz, Donald R. Jensen

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

characterizationsmatrix-valued functionsquadratic functionspositive weightsEquivariant estimationgeneralized admissibilitygeneralized Laplace functionsloss arraysminimum-risk equivariant estimatorsmultivariate location familiesordered spaces of generalized risksPitman estimationrisk arraysunbiasedly admissible

Mathematics Subject Classification ID

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

Related Items

The Pitman estimator of the Cauchy location parameter, SEMIPARAMETRIC TIME SERIES REGRESSION, Prediction and nonparametric estimation for time series with heavy tails

Cites Work

• Über monotone Matrixfunktionen
• 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
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