It is shown that the problem of asymptotic efficiency (in the Wolfowitz-sense) admits a satisfactory solution for the class of strongly asymptotically median unbiased estimators. The concept of strongly asymptotic median unbiasedness furthermore links up the classical approach (concerning estimator-sequences whose distribution functions converge) with Pfanzagl's concept of median unbiasedness.
Publié le : 1978-07-14
Classification:
Asymptotic efficiency,
covering probabilities,
median unbiasedness,
62F20
@article{1176344266,
author = {Michel, R.},
title = {On the Asymptotic Efficiency of Strongly Asymptotically Median Unbiased Estimators},
journal = {Ann. Statist.},
volume = {6},
number = {1},
year = {1978},
pages = { 920-922},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344266}
}
Michel, R. On the Asymptotic Efficiency of Strongly Asymptotically Median Unbiased Estimators. Ann. Statist., Tome 6 (1978) no. 1, pp. 920-922. http://gdmltest.u-ga.fr/item/1176344266/