A Note on Comparison of (Non) Linear Estimators Using Pitman's Measure of Closeness |
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| Authors: | Liqing Yan |
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| Institution: | 1. Department of Mathematics , University of Florida , Gainesville, Florida, USA yan@math.ufl.edu |
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| Abstract: | We present some sufficient and necessary conditions under which some linear (or nonlinear) estimators (see Sections 2 and 3) dominate (are better than) others in the sense of PMC. Its applications in linear regressions are also discussed. Furthermore, we obtain results about the eigenvalues of two matrices, which seem to be hard to be prove through pure matrix theory. |
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| Keywords: | James–Stein type estimators Ordinary least square estimators Pitman closeness PMC Ridge estimators |
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