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

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)

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Cites work

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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

(4)

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

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