Keating J.P., Mason R.L., Sen P.K. Pitman's Measure of Closeness. A Comparison of Statistical Estimators

Society for Industrial and Applied Mathematics, Philadelphia, 1993 - 226 pagesThis book is a result of a fruitful collaboration by three major research workers on PMC. It is a comprehensive survey of recent contributions to the subject. It discusses the merits and deficiencies of PMC, throws light on recent controversies, and formulates new problems for further research. Finally, there is a need for such a book, as PMC is not generally discussed in statistical texts. Its role in estimation theory and its usefulness to the decision maker are not well known.