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Dergiler / Hacettepe Journal of Mathematics and Statistics / 2009 / Volume: 38 Issue: 3

COMPARISON OF THE ITERATIVE STEIN-RULE AND THE USUAL ESTIMATORS OF THE ERROR VARIANCE UNDER THE PITMAN NEARNESS CRITERION

Deniz Ünal
Güzin Yüksel
Sayfa
—
Yayın Tarihi
2009-03-01
DOI
—
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

An exact expression of Pitman’s Nearness probability is derived and numerically evaluated.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:The iterative Stein-rule estimator and the usual estimator of the error variance are compared under the Pitman Nearness Criterion.
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Temel Bulgular & Veri:The iterative Stein-rule estimator and the usual estimator of the error variance are compared under the Pitman Nearness Criterion.
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Sonuç & Katkı:An exact expression of Pitman’s Nearness probability is derived and numerically evaluated.
🔬Tür:Research Article
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Iterative Stein-rule estimator · Pitman Nearness Criterion · Stein-rule estimator

Abstract

The iterative Stein-rule estimator and the usual estimator of the error variance are compared under the Pitman Nearness Criterion. An exact expression of Pitman’s Nearness probability is derived and numerically evaluated.

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Bu Makaleye Atıf Yap

Ünal, D., Yüksel, G. (2009). COMPARISON OF THE ITERATIVE STEIN-RULE AND THE USUAL ESTIMATORS OF THE ERROR VARIANCE UNDER THE PITMAN NEARNESS CRITERION. Hacettepe Journal of Mathematics and Statistics, Volume: 38 Issue: 3. https://ajindex.com/articles/1403744

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Kaynakça (11)

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  3. Keating, J. P. and Mason,R. L. Closeness comparison of classical and inverse regression estimators, Computational Statistics and Data Analysis 12, 4–11, 1991.
  4. Keating, J. P., Mason, R. L. and Sen, P. K. Pitman’s measure of closeness: a comparison of statistical estimators(Society for Industrial and Applied Mathematics, Philadelphia, 1993).
  5. Ohtani, K. Inadmisibility of the Iterative Stein-rule estimator of the disturbance variance in a linear regression.Economics Letters 24, 51–55, 1987.
  6. Ohtani, K. and Wan, T. K. A. Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness Criterion when variables are omitted. Statistical Papers, 10.1007/s00362-007-0047-6, 2007.
  7. Peddada, S. D. A short note on Pitman’s measure of nearness, The American Statistician 39(4), 298–299, 1985.
  8. Pitman, E. J. G. The closest estimates of statistical parameters, Proceedings of the Cam- bridge Philosophical Society 33, 212–222, 1937.
  9. Rao, C. R. Some comments on the minimum mean square error as a criterion of estimation. In: Csorge M, Dawson, D. A., Rao, J. N. K. and Saleh, A. K. MdE (eds) Statistics and related topics(North Holland, Amsterdam, 1981), 123–143.
  10. Unal, D. The effects of the proxy information on the iterative Stein-rule estimator of the
  11. disturbance variance, Statistical Papers, 10.1007/s00362-009-0220-1, 2009