Asymptotically Efficient Adaptive Rank Estimates in Location Models
Beran, Rudolf
Ann. Statist., Tome 2 (1974) no. 1, p. 63-74 / Harvested from Project Euclid
This paper describes a new construction of uniformly asymptotically efficient rank estimates in the one and two-sample location models. The method adopted differs from van Eeden's (1970) earlier construction in three respects. First, the whole sample, rather than a vanishingly small fraction of the sample, is used in estimating the efficient score function. Secondly, a Fourier series estimator is used for the score function rather than a window estimator. Thirdly, the linearized rank estimates corresponding to the estimated score function provide the uniformly asymptotically efficient location estimates. These estimates are asymptotically efficient over a larger class of distributions than the van Eeden estimates and should approach their asymptotic behavior more rapidly.
Publié le : 1974-01-14
Classification:  Adaptive rank estimates,  location,  asymptotically efficient,  62G35,  62G20
@article{1176342613,
     author = {Beran, Rudolf},
     title = {Asymptotically Efficient Adaptive Rank Estimates in Location Models},
     journal = {Ann. Statist.},
     volume = {2},
     number = {1},
     year = {1974},
     pages = { 63-74},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342613}
}
Beran, Rudolf. Asymptotically Efficient Adaptive Rank Estimates in Location Models. Ann. Statist., Tome 2 (1974) no. 1, pp.  63-74. http://gdmltest.u-ga.fr/item/1176342613/