An asymptotically most bias–stable estimator of location parameter
作者:
TOMASZ Rychlik,
期刊:
Statistics
(Taylor Available online 1987)
卷期:
Volume 18,
issue 4
页码: 563-571
ISSN:0233-1888
年代: 1987
DOI:10.1080/02331888708802051
出版商: Akademie-Verlag
关键词: 62 F 35;62 F 10;Location parameter;translation equivariant estimator;asymptotic biasstability;KOLMOGOROV metric;LEVY metric
数据来源: Taylor
摘要:
In the paper, a sequence of equivariant estimators of location parameter which is asymptotically most bias–stable under nonidentically distributed disturbances in the metric of the KOLMOGOROV–LEVY type ,is constructed without any assumption about the location model. The sequence consists of properly chosen order statistics modified by adding a constant. Some examples of location models are considered.
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