Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion |
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| Authors: | Hu Yang Wenxue Li Jianwen Xu |
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| Institution: | 1. College of Mathematics and Statistics , Chongqing University , Chongqing, China yh@cqu.edu.cn;3. College of Mathematics and Statistics , Chongqing University , Chongqing, China |
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| Abstract: | In this article, Pitman nearness criterion is used to compare two competing united biased estimators in linear model. In particular, a sufficient and necessary condition for one estimator being superior to the other is derived. Furthermore, a simulation study is performed to illustrate the theoretical results and several special cases are also studied. |
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| Keywords: | Linear model Pitman nearness criterion United biased estimator |
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