论文标题

一项统一的研究,用于估计广义Pitman临近标准下的订单限制位置/比例参数

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

论文作者

Garg, Naresh, Misra, Neeraj

论文摘要

我们考虑在广义PITMAN接近度标准(GPN)下的一般双变量位置/比例分布的订单限制位置/比例参数的组件估计。我们开发了一些一般结果,在许多情况下,这些结果对于发现位置/规模量表估计器的改进很有用。特别是,在某些条件下,这些一般结果可改善与无限制的Pitman最近位置/量表模棱两可的估计器和受限的最大似然估计器。通过对特定概率模型的应用说明了获得的结果的有用性。已经考虑了一项模拟研究来比较不同估计器在GPN标准下的表现与特定损耗函数的表现。

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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