A Summary of Some Research on PC and Bayesian PC Criterion in China

Laisheng Wei

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 18, 3866-3892

Abstract: In the past two decades, Pitman closeness (PC) criterion has been studied intensively in China. But many of research works were written in Chinese, which cannot be accessed by researchers from other countries. In this paper, we briefly summarize part of main results on the PC criterion in linear model in China. First, we present the basic model and some definitions. Then, we introduce the PC superiority for covariance adjustment estimate, and a class of biased estimates such as a kind of linear estimate, James–Stein estimate and the principal components estimate. Third, we introduce Bayesian PC superiorities for several different linear models such as ordinary univariate regression model, multivariate linear model and analysis of variance model. Finally, some results of robustness under Bayesian PC criterion are shown.

Date: 2014
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DOI: 10.1080/03610926.2012.709904

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