Author

Hao-Jin Zhou

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Preprint Sep 2026

Pitman closest equivariant estimators under multivariate scale and location--scale models

For multivariate scale and location--scale models with independent components, we extend the univariate results of Zhou and Nayak (2012) and derive optimum equivariant estimators under the generalized Pitman closeness criterion. We first show, by a counterexample, that in the multivariate case the Pitman closeness comp...

Yi-Hong Liu, Hao-Jin Zhou · 0 citations

Preprint Sep 2026

The Equivariance Criterion in a Linear Model for Random-$X$ Cases

The equivariance criterion was applied to the normal linear model with a fixed design matrix, yielding the minimum risk equivariant estimators of the coefficient vector and of the condensed diagonal covariance matrix under a multivariate invariant location--scale group, extended to the random-$X case, with covariates s...

Zheng-Yan Zhang, Hao-Jin Zhou · 0 citations