A Note on Comparison of (non)-linear Estimators Using Pitman’s Measure of Closeness

نویسنده

  • Liqing Yan
چکیده

We present some sufficient and necessary conditions under which some linear (or nonlinear) estimators 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 proved through pure matrix theory.

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تاریخ انتشار 2006