On equivariant estimation of the location of elliptical distributions under Pitman closeness criterion
- 作者：Nayak ; Tapan K.
- 关键词：Loss function ; Median unbiasedness ; Transformation group ; Transitive
- 刊名：Statistics and Probability Letters
- 出版年：1998
- 期刊代码：56_01677152
- 类别：mt
- 出版时间：January 3, 1998
- 卷：36
- 期：4
- 页码：373-378
- 文件大小：337 K
摘要
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.