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The pitman nearness criterion and its determination
Authors:C.R. Rao  I.P. Reating  Robert D. Mason
Affiliation:1. Department of Mathematics and Statistics , University of Pittsburgh , Pittsburgh, Pennsylvania, 15260;2. Division of Mathematics , University os Texas at San Autonio , San Antonio, Texas, 78285;3. Fuels and Lubricants Research Division , Southwest Research Institute , San Antonio, Texas, 78284
Abstract:A general method for determining Pitman Nearness is given In the case of univariate estimators. This method is then applied to some estimation problems. The concept of Pitman Nearness is also generalized to the multivariate case. The James-Stein estimators are used to illustrate the multivariate comparison.
Keywords:Contaminated estimators  James-Stein estimators
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