Comparison of efficientL‐ andR‐estimators of location
作者:
Sorana Froda,
期刊:
Canadian Journal of Statistics
(WILEY Available online 1986)
卷期:
Volume 14,
issue 1
页码: 75-79
ISSN:0319-5724
年代: 1986
DOI:10.2307/3315039
出版商: Wiley‐Blackwell
关键词: Estimation;linear combination of order statistic;estimators based on a signed rank statistic;asymptotic variance;efficiency
数据来源: WILEY
摘要:
AbstractScholz (1974) proved that the asymptotic variance of anR‐estimator of location is no larger than that of anL‐estimator when the observations come from a distributionGdifferent from the distributionFfor which the two estimators are efficient. This note extends this result to distributionsFwhose density has a first but no second derivat
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