Please use this identifier to cite or link to this item:
|Type:||Artigo de periódico|
|Title:||A Cramer-rao Analogue For Median-unbiased Estimators|
|Abstract:||Adopting a measure of dispersion proposed by Alamo , and extending the analysis in Stangenhaus  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.|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.