If θ ∈ Θ is an unknown real parameter of a given distribution, we are interested in constructing an exactly median-unbiased estimator θ̂ of θ, i.e. an estimator θ̂ such that a median Med(θ̂ ) of the estimator equals θ, uniformly over θ ∈ Θ. We shall consider the problem in the case of a fixed sample size n (nonasymptotic approach).
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am30-3-1,
author = {Ryszard Zieli\'nski},
title = {Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering},
journal = {Applicationes Mathematicae},
volume = {30},
year = {2003},
pages = {251-255},
zbl = {1051.62024},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am30-3-1}
}
Ryszard Zieliński. Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering. Applicationes Mathematicae, Tome 30 (2003) pp. 251-255. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am30-3-1/