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Sequential Analysis
Design Methods and Applications
Volume 9, 1990 - Issue 4
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Original Articles

On the pitman closeness of some sequential estimators

Pranab Kumar Sen Departments of Biostatistics & Statistics, University of North Carolina, Chapel Hill, NC 27599-7400
Pages 383-400 | Published online: 29 Mar 2007

References

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  • Ghosh , M. , Nickerson , D.M. and Sen , P.K. 1987 . Sequential shrinkage estimation . Ann. Statist. , 15 : 817 – 829 .
  • Ghosh , M. and Sen , P.K. 1989 . Median unbiasedness and Pitman closeness . J. Amer. Statist. Asso. , 84 : 1089 – 1091 .
  • Lehmann , E.L. 1983 . Theorv of Point Estimation , New York : John Wiley .
  • Nayak , T. 1990 . Estimation of location and scale parameters using generalized Pitman . J. Statist. Plan. Infer. , 24 : 259 – 268 .
  • Nickerson , D.M. 1987 . Sequential shrinkage estimation of linear regression parameters . Seauen. Anal. , 6 : 93 – 117 .
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  • Sen , P.K. 1987 . “ Seauential Stein-rule maximum likelihood estimation: General asvmptotics ” . In In Statistical Decision Theory and Related topics IV Edited by: Gupta , S.S. and Berger , J.O. Vol. 2 , 195 – 208 . Springer Verlag, New York
  • Sen , P.K. 1989 . The mean-median-mode inequality and noncentral chi square distributions . Sankhva , 51 : 106 – 114 . Ser. A
  • Sen , P.K. , Kubokawa , T. and Saleh , A.K.M.E . 1989 . The Stein paradox in the sense of the Pitman measure of closeness . Ann. Stat. ist. , 17 : 1375 – 1386 .
  • Sriram , T. and Base , A. 1988 . Sequential shrinkage estimation in the general linear model . Scauen. Anal. , 7 : 149 – 163 .
  • Stein , C. Inadmissibility of the usual estimator of the mean of a multivariate normal distribution . Proc. Third Berkelev Svmu. hlath. Statist. Prohahilitv . Vol. 1 , pp. 197 – 206 . Univ. Calif.Press .
  • Stein , C. 1981 . Estimation of the mean of a multivariate normal distribution . Ann. Statist. , 9 : 1135 – 1151 .
  • Woodroofe , M.B. 1977 . Second order approximations for sequential point and interval estimation . Ann. Statist. , 5 : 984 – 995 .

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