中位数无偏性与皮特曼接近性

Median Unbiasedness and Pitman Closeness

Journal of the American Statistical Association · 1989
被引 25
ABS 4

中文导读

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

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.

计量经济学统计学数学应用数学