An asymptotically efficient sequence of estimators for the location parameter of an (unknown) symmetric density $f$ is given under weak conditions on the tails of $f$. The estimators are related to the usual linear combination of order statistics except that the unknown $f$ has to be estimated and only some of the order statistics are used.
Publié le : 1975-03-14
Classification:
Adaptive estimates,
location,
asymptotic efficiency,
order statistics,
62G20,
62G35
@article{1176343057,
author = {Sacks, Jerome},
title = {An Asymptotically Efficient Sequence of Estimators of a Location Parameter},
journal = {Ann. Statist.},
volume = {3},
number = {1},
year = {1975},
pages = { 285-298},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343057}
}
Sacks, Jerome. An Asymptotically Efficient Sequence of Estimators of a Location Parameter. Ann. Statist., Tome 3 (1975) no. 1, pp. 285-298. http://gdmltest.u-ga.fr/item/1176343057/