Optimally Robust Linear Estimators of Location
作者:
Allan Birnbaum,
Eugene Laska,
Morris Meisner,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1971)
卷期:
Volume 66,
issue 334
页码: 302-310
ISSN:0162-1459
年代: 1971
DOI:10.1080/01621459.1971.10482259
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Efficiency-robust linear estimation as outlined in Birnbaum and Laska (JASA, 62 (1967) pp. 1230–1240) is applied, determining maximin-efficient linear unbiased estimators (MLUEs), and their efficiencies, for ordered samples of sizes 5 (5) 20 from a family of nine distributions. The results are compactly summarized because of the tendency of these distributions to admit simple orderings such that the MLUE over any subset of the distributions is just the MLUE over the extreme pair in the ordered subset. Relations to other methods are discussed.
点击下载:
PDF (695KB)
返 回