The Annals of Statistics
- Ann. Statist.
- Volume 3, Number 2 (1975), 285-298.
An Asymptotically Efficient Sequence of Estimators of a Location Parameter
Abstract
An asymptotically efficient sequence of estimators for the location parameter of an (unknown) symmetric density $f$ is given under weak conditions on the tails of $f$. The estimators are related to the usual linear combination of order statistics except that the unknown $f$ has to be estimated and only some of the order statistics are used.
Article information
Source
Ann. Statist., Volume 3, Number 2 (1975), 285-298.
Dates
First available in Project Euclid: 12 April 2007
Permanent link to this document
https://projecteuclid.org/euclid.aos/1176343057
Digital Object Identifier
doi:10.1214/aos/1176343057
Mathematical Reviews number (MathSciNet)
MR359174
Zentralblatt MATH identifier
0329.62032
JSTOR
links.jstor.org
Subjects
Primary: 62G20: Asymptotic properties
Secondary: 62G35: Robustness
Keywords
Adaptive estimates location asymptotic efficiency order statistics
Citation
Sacks, Jerome. An Asymptotically Efficient Sequence of Estimators of a Location Parameter. Ann. Statist. 3 (1975), no. 2, 285--298. doi:10.1214/aos/1176343057. https://projecteuclid.org/euclid.aos/1176343057
