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A class of closeness criteria

A generalized class of closeness criteria for the pairwise comparison of esti¬mators is defined. This class contains an infinite number of members including Pitman's measure of closeness and at least one transitive criterion. Several specific members of the class are examined, and their relatio...

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Bibliographic Details
Published in:Communications in statistics. Theory and methods 2000-01, Vol.29 (8), p.1865-1883
Main Author: Fountain, Robert L.
Format: Article
Language:English
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Summary:A generalized class of closeness criteria for the pairwise comparison of esti¬mators is defined. This class contains an infinite number of members including Pitman's measure of closeness and at least one transitive criterion. Several specific members of the class are examined, and their relationships to Rao concentration and stochastic domination are shown. Graphical and analyti¬cal characterizations are shown for these members of the class. Examples are given which illustrate the behavior of some of these criteria.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610920008832582