On equivariant estimation of the location of elliptical distributions under Pitman closeness criterion

Tapan K. Nayak

Statistics & Probability Letters, 1998, vol. 36, issue 4, 373-378

Abstract: This paper presents Pitman closest equivariant estimators of the location of elliptically symmetric distributions. In the scalar parameter case the best estimator is the same for all loss functions that satisfy certain mild monotonicity conditions, which makes the estimator very useful when the exact loss function is difficult to ascertain. In the multiparameter case the Pitman closest estimator coincides with the minimum risk estimator.

Keywords: Loss; function; Median; unbiasedness; Transformation; group; Transitive (search for similar items in EconPapers)
Date: 1998
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(97)00084-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:36:y:1998:i:4:p:373-378

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().