z-logo
open-access-imgOpen Access
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.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.
Having issues? You can contact us here
Accelerating Research

Address

John Eccles House
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom