Efficiency of a Linear Combination of the Median and the Sample Mean: The Double Truncated Normal Distribution

Autor:	Gabriela Damilano, Pedro Puig
Rok vydání:	2004
Předmět:	Statistics and Probability Efficient estimator Hodges–Lehmann estimator Location parameter Truncated normal distribution Pseudomedian Mathematical analysis Statistics Truncated mean Statistics Probability and Uncertainty Linear combination L-estimator Mathematics
Zdroj:	Scopus-Elsevier
ISSN:	1467-9469 0303-6898
DOI:	10.1111/j.1467-9469.2004.00411.x
Popis:	We characterize all symmetric location models for which a linear combination of the median and the sample mean is an asymptotically efficient estimator of the location parameter. The resulting model can be understood as a symmetrized or double truncated normal distribution. A simple algorithm to estimate the parameters is given and an application is presented.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d37da11528cedd687ababba7def2ff4 https://doi.org/10.1111/j.1467-9469.2004.00411.x Zobrazit plný text záznamu Plný text ve formátu PDF