Shrinkage estimation under Pitman Nearness.
نویسندگان
چکیده
منابع مشابه
On the Shrinkage Estimation of Variance and Pitman Closeness Criterion for Large Samples
For a large class of distributions and large samples, it is shown that estimates of the variance σ2 and of the standard deviation σ are more often Pitman closer to their target than the corresponding shrinkage estimates which improve the mean squared error. Our results indicate that Pitman closeness criterion, despite its controversial nature, should be regarded as a useful and complementary to...
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ژورنال
عنوان ژورنال: SINET: Ethiopian Journal of Science
سال: 1999
ISSN: 0379-2897
DOI: 10.4314/sinet.v22i2.18141