M‐estimation in the presence of unequal scale
作者:
Noel Cressie,
期刊:
Statistica Neerlandica
(WILEY Available online 1980)
卷期:
Volume 34,
issue 1
页码: 19-32
ISSN:0039-0402
年代: 1980
DOI:10.1111/j.1467-9574.1980.tb00682.x
出版商: Blackwell Publishing Ltd
数据来源: WILEY
摘要:
Abstract The class of weighted M‐estimators is defined. The ratio of the asymptotic variance of the weighted estimator to the asymptotic variance of the optimally weighted estimator is defined as the inefficiency. A Kantorovichinequality is proved, its implications are investigated for the misweighted mean and misweighted median, and the results are applied to a batch of demographic d
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