Ghosh, Jayanta K. ; Sen, Pranab K. ; Mukerjee, Rahul (1994) Second-order Pitman closeness and Pitman admissibility Annals of Statistics, 22 (3). pp. 1133-1141. ISSN 0090-5364
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Official URL: http://www.jstor.org/pss/2242218
Abstract
Motivated by the first-order Pitman closeness of best asymptotically normal estimators and some recent developments on higher-order asymptotic efficiency of estimators, a second-order asymptotic theory is developed for comparison of estimators under the Pitman closeness criterion, covering both the cases without and with nuisance parameters. The notion of second-order Pitman admissibility is also developed.
| Item Type: | Article |
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| Source: | Copyright of this article belongs to Institute of Mathematical Statistics. |
| ID Code: | 22657 |
| Deposited On: | 24 Nov 2010 08:04 |
| Last Modified: | 17 May 2016 06:39 |
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