On the Asymptotic Efficiency of Median Unbiased Estimates
Pfanzagl, J.
Ann. Math. Statist., Tome 41 (1970) no. 6, p. 1500-1509 / Harvested from Project Euclid
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It is shown that, for sequences of median unbiased estimates, the asymptotic efficiency never exceeds Fisher's bound. In other words: assumptions on the convergence of the distributions of the estimates are superfluous in this case.
Publié le : 1970-10-14
Classification:  
@article{1177696795,
     author = {Pfanzagl, J.},
     title = {On the Asymptotic Efficiency of Median Unbiased Estimates},
     journal = {Ann. Math. Statist.},
     volume = {41},
     number = {6},
     year = {1970},
     pages = { 1500-1509},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177696795}
}

Pfanzagl, J. On the Asymptotic Efficiency of Median Unbiased Estimates. Ann. Math. Statist., Tome 41 (1970) no. 6, pp.  1500-1509. http://gdmltest.u-ga.fr/item/1177696795/