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Comparison of Linear Estimators Using Pitman's Measure of Closeness

โœ Scribed by Robert L. Mason, Jerome P. Keating, Pranab K. Sen and Neil W. Blaylock, Jr.


Book ID
125256435
Publisher
American Statistical Association
Year
1990
Tongue
English
Weight
657 KB
Volume
85
Category
Article
ISSN
0162-1459

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Pitman's measure of closeness
โœ Jerome P. Keating, Robert L. Mason, Pranab K. Sen ๐Ÿ“‚ Library ๐Ÿ“… 1987 ๐Ÿ› Society for Industrial Mathematics ๐ŸŒ English โš– 2 MB

Pitman's Measure of Closeness (PMC) is simply an idea whose time has come. Certainly there are many different ways to estimate unknown parameters, but which method should you use? Posed as an alternative to the concept of mean-squared-error, PMC is based on the probabilities of the closeness of comp