A unified study for estimation of order restricted location/scale parameters under the generalized Pitman nearness criterion

Naresh Garg; Neeraj Misra

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arXiv · 2209.10803

A unified study for estimation of order restricted location/scale parameters under the generalized Pitman nearness criterion

Naresh Garg·Neeraj Misra

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Abstract

We consider component-wise estimation of order restricted location/scale parameters of a general bivariate location/scale distribution under the generalized Pitman nearness criterion (GPN). We develop some general results that, in many situations, are useful in finding improvements over location/scale equivariant estimators. In particular, under certain conditions, these general results provide improvements over the unrestricted Pitman nearest location/scale equivariant estimators and restricted maximum likelihood estimators. The usefulness of the obtained results is illustrated through their applications to specific probability models. A simulation study has been considered to compare how well different estimators perform under the GPN criterion with a specific loss function.

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Naresh Garg, Neeraj Misra. 2022-09-22. A unified study for estimation of order restricted location/scale parameters under the generalized Pitman nearness criterion. https://arxiv.org/abs/2209.10803

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