On Optimal Median Unbiased Estimators in the Presence of Nuisance Parameters
Pfanzagl, J.
Ann. Statist., Tome 7 (1979) no. 1, p. 187-193 / Harvested from Project Euclid
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For exponential families with density \begin{equation*}x \rightarrow C(\theta, \eta)h(x)\exp\lbrack a(\theta)T(x) + \Sigma^p_{i=1} a_i(\theta, \eta)S_i(x)\rbrack, (\theta, \eta) \in \Theta \times H, \Theta \subset \mathbb{R},\end{equation*} $a$ increasing and continuous, there exists for every sample size an estimator for $\theta$ which is--in the class of all median unbiased estimators--of minimal risk for any monotone loss function.
Publié le : 1979-01-14
Classification:  Estimators,  median unbiasedness,  nuisance parameters,  sufficiency,  completeness,  62F10 
@article{1176344563,
     author = {Pfanzagl, J.},
     title = {On Optimal Median Unbiased Estimators in the Presence of Nuisance Parameters},
     journal = {Ann. Statist.},
     volume = {7},
     number = {1},
     year = {1979},
     pages = { 187-193},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344563}
}

Pfanzagl, J. On Optimal Median Unbiased Estimators in the Presence of Nuisance Parameters. Ann. Statist., Tome 7 (1979) no. 1, pp.  187-193. http://gdmltest.u-ga.fr/item/1176344563/