Pairwise Comparison Based Ranking Vector Approach to Estimation Performance Ranking.

Given multiple statistical estimators, how to rank their performance is a worthwhile problem. We propose an approach to estimation performance ranking based on pairwise comparison. Because ranking is about two or more estimators and is relative, pairwise comparison (e.g., Pitman's measure of closeness) suits the needs. However, pairwise comparison cannot guarantee transitivity, which is needed for...