A class of closeness criteria

被引：2
|
作者：
Fountain, RL [1 ]
机构：
[1] Portland State Univ, Dept Math Sci, Portland, OR 97207 USA
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2000年 / 29卷 / 08期
关键词：
Pitman's measure of closeness; Rao concentration; stochastic domination; copulas;
D O I：
10.1080/03610920008832582
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A generalized class of closeness criteria for the pairwise comparison of estimators 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 analytical characterizations are shown for these members of the class. Examples are given which illustrate the behavior of some of these criteria.
引用
收藏
页码：1865 / 1883
页数：19
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