Motivated by the first-order Pitman closeness of best asymptotically normal estimators and some recent developments on higher-order asymptotic efficiency of estimators, a second-order asymptotic theory is developed for comparison of estimators under the Pitman closeness criterion, covering both the cases without and with nuisance parameters. The notion of second-order Pitman admissibility is also developed.
Publié le : 1994-09-14
Classification:
Asymptotics,
bias,
Edgeworth expansion,
median unbiasedness,
parametric orthogonality,
Pitman admissibility,
posterior median,
62C15,
62F12
@article{1176325621,
author = {Ghosh, Jayanta K. and Sen, Pranab K. and Mukerjee, Rahul},
title = {Second-Order Pitman Closeness and Pitman Admissibility},
journal = {Ann. Statist.},
volume = {22},
number = {1},
year = {1994},
pages = { 1133-1141},
language = {en},
url = {http://dml.mathdoc.fr/item/1176325621}
}
Ghosh, Jayanta K.; Sen, Pranab K.; Mukerjee, Rahul. Second-Order Pitman Closeness and Pitman Admissibility. Ann. Statist., Tome 22 (1994) no. 1, pp. 1133-1141. http://gdmltest.u-ga.fr/item/1176325621/