Some remarks regarding pitman's closeness
Author(s) -
de Vaz,
Milan Merkle
Publication year - 2005
Publication title -
publikacija elektrotehnickog fakulteta - serija matematika
Language(s) - English
Resource type - Journals
eISSN - 2406-0852
pISSN - 0353-8893
DOI - 10.2298/petf0516001v
Subject(s) - closeness , estimator , mathematics , econometrics , association (psychology) , statistics , mathematical economics , psychology , mathematical analysis , psychotherapist
We give an equivalent definition of pitman's closeness criterion, in terms of medians of the difference of loss functions. Based on that definition, we present some relations between pitman's closeness and usual decision theoretical framework, then a result which enables comparison of estimators with a presence of a positive or negative association, and a RAO-BLACKWELL type result related to improving estimators by a conditioning.
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