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Type: Artigo de periódico
Title: A Cramer-rao Analogue For Median-unbiased Estimators
Author: Sung N.K.
Stangenhaus G.
David H.T.
Abstract: Adopting a measure of dispersion proposed by Alamo [1964], and extending the analysis in Stangenhaus [1977] and Stangenhaus and David [1978b], an analogue of the classical Cramér-Rao lower bound for median-unbiased estimators is developed for absolutely continuous distributions with a single parameter, in which mean-unbiasedness, the Fisher information, and the variance are replaced by median-unbiasedness, the first absolute moment of the sample score, and the reciprocal of twice the median-unbiased estimator's density height evaluated at its median point. We exhibit location-parameter and scale-parameter families for which there exist median-unbiased estimators meeting the bound. We also give an analogue of the Chapman-Robbins inequality which is free from regularity conditions. © 1990 Springer.
Editor: Springer-Verlag
Rights: fechado
Identifier DOI: 10.1007/BF02863649
Date Issue: 1990
Appears in Collections:Unicamp - Artigos e Outros Documentos

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