On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion |
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| Authors: | Ravindra Khattree |
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| Affiliation: | Department of Biostatistics Harvard School of Public Health , Dana-Farber Cancer Institute , Boston, Massachusetts |
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| Abstract: | In this paper, estimates QP dispersion matrix and its functions are compared based on generalized Pitman nearness criterion, Various Iosa functions are considered for the purpose. Locally superior estimates are defined and obtained. Comparison of these estimates are made with other standard ones. It is snown that within certain classes, defined in the paper, these are the best estimatcrs ia the generalized Fitman nearness sense |
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| Keywords: | Pitman nearness generalized pitman nearness entropy loss squared error loss dispersion matrix precision matrix generalized variance locally superior estimates admissible estimates |
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