Estimation of Location and Scale Parameters of Continuous Density
This note is for Pitman, E. J. G. (1939). The Estimation of the Location and Scale Parameters of a Continuous Population of any Given Form. Biometrika, 30(3/4), 391–421. and Kagan, AM & Rukhin, AL. (1967). On the estimation of a scale parameter. Theory of Probability \& Its Applications, 12, 672–678.
This post is for Chapter 3 of Lehmann, E. L., & Casella, G. (1998). Theory of point estimation (2nd ed). Springer.