On pitman nearness and variance of estimators: Communications in Statistics

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Abstract

In this article, some conditions on variances are presented under which the (Generalized) Pitman Nearness Criterion Would Prefer one estimator over another. Results for univariate as well as multivariate cases are derived. An exact expression for a result of Rao, Keating and Mason (1985) is provided.

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On pitman nearness and variance of estimators

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On pitman nearness and variance of estimators

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