Yi-Hong Liu

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...