2ND-ORDER PITMAN CLOSENESS AND PITMAN ADMISSIBILITY

Authors
GHOSH JK SEN PK MUKERJEE R
Citation
Jk. Ghosh et al., 2ND-ORDER PITMAN CLOSENESS AND PITMAN ADMISSIBILITY, Annals of statistics, 22(3), 1994, pp. 1133-1141
Citations number
19
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
22
Issue
3
Year of publication
1994
Pages
1133 - 1141
Database
ISI
SICI code
0090-5364(1994)22:3<1133:2PCAPA>2.0.ZU;2-D
Abstract
Motivated by the first-order Pitman closeness of best asymptotically n ormal estimators and some recent developments on higher-order asymptot ic efficiency of estimators, a second-order asymptotic theory is devel oped for comparison of estimators under the Pitman closeness criterion , covering both the cases without and with nuisance parameters. The no tion of second-order Pitman admissibility is also developed.