Median Unbiasedness and Pitman Closeness
研究在特定条件下,中位数无偏估计量在某一类估计量中具有皮特曼接近性;针对位置、尺度或位置尺度分布族,探讨了等变估计量的中位数无偏性如何刻画皮特曼接近性质,并给出示例说明其应用。
Abstract 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.