The Pitman nearness criterion and its determination

Rao, C. R. ; Reating, I. P. ; Mason, Robert D. (1986) The Pitman nearness criterion and its determination Communications in Statistics - Theory and Methods, 15 (11). pp. 3173-3191. ISSN 0361-0926

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A general method for determining Pitman Nearness is given In the case of univariate estimators. This method is then applied to some estimation problems. The concept of Pitman Nearness is also generalized to the multivariate case. The James-Stein estimators are used to illustrate the multivariate comparison.

Item Type:Article
Source:Copyright of this article belongs to Taylor and Francis Group.
Keywords:Contaminated Estimators; James-Stein Estimators
ID Code:71861
Deposited On:28 Nov 2011 04:12
Last Modified:28 Nov 2011 04:12

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