PITMAN CLOSENESS COMPARISON OF LINEAR ESTIMATORS - A CANONICAL FORM

被引：6

作者：

FOUNTAIN, RL ^{[1
]}

机构：

[1] UNIV TEXAS SAN ANTONIO, SAN ANTONIO, TX 78285 USA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1991年 / 20卷 / 11期

关键词：

PITMANS MEASURE OF CLOSENESS; ORDER STATISTICS; LAPLACE DISTRIBUTION;

D O I：

10.1080/03610929108830723

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A general form is presented for the comparison of two linear estimators of a common parameter by means of the Pitman measure of closeness. Several asymptotic results are given. The case in which the estimators are linear combinations of the order statistics is discussed. The asymptotic comparison of the sample mean versus the sample median is derived for the Laplace distribution, and two other examples are given.

引用

页码：3535 / 3550

页数：16

共 13 条

[1] NEW PROOF OF BAHADUR REPRESENTATION OF QUANTILES AND AN APPLICATION [J].