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Deficiencies of minimum discrepancy estimators

 

作者: R. Ponnapalli,  

 

期刊: Canadian Journal of Statistics  (WILEY Available online 1976)
卷期: Volume 4, issue 1  

页码: 33-50

 

ISSN:0319-5724

 

年代: 1976

 

DOI:10.2307/3315262

 

出版商: Wiley‐Blackwell

 

关键词: Multinomial parameters;minimum discrepancy estimators;efficiencies and deficiencies.

 

数据来源: WILEY

 

摘要:

AbstractSuppose the multinomial parameterspr(θ) are functions of a real valued parameter 0,r= 1,2, …,k.A minimum discrepancy (m.d.) estimator θ of θ is defined as one which minimises the discrepancy functionD= Σ kr = 1nrf(pr/nr), for a suitable functionfwherenris the relative frequency inr‐th cell,r=1,2, …, k.All the usual estimators like maximum likelihood (m. l), minimum chi‐square (m. c. s.)., etc. arem.d.estimators. Allm.d.estimators have the same asymptotic (first order) efficiency. They are compared on the basis of their deficiencies, a concept recently introduced by Hodges and Lehmann [2]. The expression for least deficiency at any θ is derived. It is shown that in general uniformly least deficient estimators do not exist. Necessary and sufficient conditions onpr(0) form. t.andm. c. s.estimators to be uniformly least deficien

 

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