The Annals of Statistics

A Comparison of Efficient Location Estimators

Friedrich-Wilhelm Scholz

Full-text: Open access

Abstract

For a given sufficiently regular distribution $F$ two efficient location estimators are given. One is a linear combination of order statistics, called $L(F)$, and the other is an estimator derived from a rank test, called $R(F)$. The asymptotic variance of both estimators is then compared for various underlying distributions $H$ and it is shown that the asymptotic variance of $R(F)$ is never larger than the one of $L(F)$.

Article information

Source
Ann. Statist., Volume 2, Number 6 (1974), 1323-1326.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176342885

Digital Object Identifier
doi:10.1214/aos/1176342885

Mathematical Reviews number (MathSciNet)
MR362697

Zentralblatt MATH identifier
0292.62032

JSTOR
links.jstor.org

Subjects
Primary: 62G05: Estimation
Secondary: 62G20: Asymptotic properties 62G30: Order statistics; empirical distribution functions

Keywords
Estimation linear combination of order statistics estimators derived from rank tests efficiency

Citation

Scholz, Friedrich-Wilhelm. A Comparison of Efficient Location Estimators. Ann. Statist. 2 (1974), no. 6, 1323--1326. doi:10.1214/aos/1176342885. https://projecteuclid.org/euclid.aos/1176342885


Export citation