Median Unbiasedness and Pitman Closeness
作者:
Malay Ghosh,
PranabKumar Sen,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1989)
卷期:
Volume 84,
issue 408
页码: 1089-1091
ISSN:0162-1459
年代: 1989
DOI:10.1080/01621459.1989.10478877
出版商: Taylor & Francis Group
关键词: Ancillary statistics;Equivariant estimators;Location-scale family of distributions;Sufficiency
数据来源: Taylor
摘要:
Under certain conditions, a median unbiased estimator of a parameter is shown to be the Pitman-closest estimator within a certain class of estimators. For location, scale, or location-scale families of distributions, the class of equivariant estimators possesses some desirable properties; the median-unbiasedness of equivariant estimators is explored in the characterization of the Pitman closeness property. Illustrative examples bear fruitful implications of this characterization.
点击下载:
PDF (482KB)
返 回