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Yang, Hu; Li, Wenxue; Xu, Jianwen

Comparison of two estimators of parameters under Pitman nearness criterion. (English) Zbl 1201.62071

Commun. Stat., Theory Methods 39, No. 17, 3081-3094 (2010).
Summary: The E. J. G. Pitman nearness criterion [Proc. Camb. Philos. Soc. 33, 212–222 (1937; Zbl 0016.36404)] is used to compare two competing united biased estimators in a linear model. In particular, a sufficient and necessary condition for one estimator being superior to the other is derived. Furthermore, a simulation study is performed to illustrate the theoretical results and several special cases are also studied.

Cited in 5 Documents

MSC:

62H12 Estimation in multivariate analysis
62J05 Linear regression; mixed models
62J07 Ridge regression; shrinkage estimators (Lasso)
65C60 Computational problems in statistics (MSC2010)

Keywords:

linear model; Pitman nearness criterion; united biased estimator

Citations:

Zbl 0016.36404
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\textit{H. Yang} et al., Commun. Stat., Theory Methods 39, No. 17, 3081--3094 (2010; Zbl 1201.62071)
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References:

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This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.