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The Pitman comparison of unbiased linear estimators

Author

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  • Fountain, Robert L.
  • Keating, Jerome P.

Abstract

The canonical form for the comparison of certain linear estimators using Pitman's Measure of Closeness is generalized to the class of all linear estimators. Under the assumption of normality, the equivalence of Pitman-closest linear unbiased estimators and best linear unbiased estimators is shown. A sufficient condition is given for which the BLUE will be Pitman-closer than the best linear equivalent estimator (BLEE).

Suggested Citation

  • Fountain, Robert L. & Keating, Jerome P., 1994. "The Pitman comparison of unbiased linear estimators," Statistics & Probability Letters, Elsevier, vol. 19(2), pages 131-136, January.
    • Handle: RePEc:eee:stapro:v:19:y:1994:i:2:p:131-136
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    Citations

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    Cited by:

    1. Jibo Wu & Hu Yang, 2016. "More on the unbiased ridge regression estimation," Statistical Papers, Springer, vol. 57(1), pages 31-42, March.
    2. Elham Mirfarah & Jafar Ahmadi, 2014. "Pitman closeness of $$k$$ k -records from two sequences to progressive Type-II censored order statistics," Computational Statistics, Springer, vol. 29(5), pages 1279-1300, October.
    3. Razmkhah, M. & Ahmadi, Jafar, 2013. "Pitman closeness of current k-records to population quantiles," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 148-156.
    4. Jafar Ahmadi & Elham Mirfarah & Ahmad Parsian, 2016. "Robust Bayesian Pitman closeness," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(6), pages 671-691, August.

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