On the characterization of Pitman measure of nearness

Carl M.S. Lee

doi:10.1016/0167-7152(90)90093-M

On the characterization of Pitman measure of nearness

Carl M.S. Lee

Research output: Contribution to journal › Article › peer-review

Abstract

Two sufficient conditions for characterizing Pitman nearness (PN) are derived. It is found that one of the conditions is a standardized decision criterion. Two examples are given, including comparison of the James-Stein estimator with the usual unbiased estimator. It is also shown that stochastic domination implies PN for comparing any two multivariate normal estimators. Moreover, they are equivalent if two estimators are unbiased.

Original language	English
Pages (from-to)	41-46
Number of pages	6
Journal	Statistics and Probability Letters
Volume	9
Issue number	1
DOIs	https://doi.org/10.1016/0167-7152(90)90093-M
State	Published - Jan 1990
Externally published	Yes

Keywords

James-Stein estimator
Pitman nearness
generalized squared-error loss
stochastic domination

Access to Document

10.1016/0167-7152(90)90093-M

Cite this

@article{eedb6afbe511463baccec00101a22283,

title = "On the characterization of Pitman measure of nearness",

abstract = "Two sufficient conditions for characterizing Pitman nearness (PN) are derived. It is found that one of the conditions is a standardized decision criterion. Two examples are given, including comparison of the James-Stein estimator with the usual unbiased estimator. It is also shown that stochastic domination implies PN for comparing any two multivariate normal estimators. Moreover, they are equivalent if two estimators are unbiased.",

keywords = "James-Stein estimator, Pitman nearness, generalized squared-error loss, stochastic domination",

author = "Lee, {Carl M.S.}",

year = "1990",

month = jan,

doi = "10.1016/0167-7152(90)90093-M",

language = "English",

volume = "9",

pages = "41--46",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Statistics and Probability Letters",

number = "1",

}

TY - JOUR

T1 - On the characterization of Pitman measure of nearness

AU - Lee, Carl M.S.

PY - 1990/1

Y1 - 1990/1

N2 - Two sufficient conditions for characterizing Pitman nearness (PN) are derived. It is found that one of the conditions is a standardized decision criterion. Two examples are given, including comparison of the James-Stein estimator with the usual unbiased estimator. It is also shown that stochastic domination implies PN for comparing any two multivariate normal estimators. Moreover, they are equivalent if two estimators are unbiased.

AB - Two sufficient conditions for characterizing Pitman nearness (PN) are derived. It is found that one of the conditions is a standardized decision criterion. Two examples are given, including comparison of the James-Stein estimator with the usual unbiased estimator. It is also shown that stochastic domination implies PN for comparing any two multivariate normal estimators. Moreover, they are equivalent if two estimators are unbiased.

KW - James-Stein estimator

KW - Pitman nearness

KW - generalized squared-error loss

KW - stochastic domination

UR - http://www.scopus.com/inward/record.url?scp=45149139846&partnerID=8YFLogxK

U2 - 10.1016/0167-7152(90)90093-M

DO - 10.1016/0167-7152(90)90093-M

M3 - Article

AN - SCOPUS:45149139846

VL - 9

SP - 41

EP - 46

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

IS - 1

ER -

On the characterization of Pitman measure of nearness

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this