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October, 1970 On the Asymptotic Efficiency of Median Unbiased Estimates
J. Pfanzagl
Ann. Math. Statist. 41(5): 1500-1509 (October, 1970). DOI: 10.1214/aoms/1177696795


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.


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J. Pfanzagl. "On the Asymptotic Efficiency of Median Unbiased Estimates." Ann. Math. Statist. 41 (5) 1500 - 1509, October, 1970.


Published: October, 1970
First available in Project Euclid: 27 April 2007

zbMATH: 0216.21904
MathSciNet: MR266360
Digital Object Identifier: 10.1214/aoms/1177696795

Rights: Copyright © 1970 Institute of Mathematical Statistics

Vol.41 • No. 5 • October, 1970
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