A New Upper Bound of Convolution-type for median-Unbiased Estimators

  • So, Beong-Soo (Department of Statistics, Ewha Womans University)
  • 발행 : 1999.03.01

초록

We derive a new upper bound of convolution type for the median-unbiased estimators with respect to an arbitrary unimodal utility functions. We also obtain the necessary and sufficient condition for the attainability of the information bound. Applications to general MLR(Monotone Likelihood Ratio) model and censored survival data re discussed as examples.

키워드

참고문헌

  1. Trabajos de Estadistica v.15 Estimacion en Mediana Bejar Alamo, J
  2. An Introduction to Probability : Theory and Applications(3rd. ed.) Feller, W
  3. Anals of Matehmatical Statistics v.41 no.5 On the asymptotic efficiency of median unbiased estimates Phanzagl, J
  4. Stochastic Processes Ross, S.M
  5. Trabajos de Estadistica v.5 A Cramer-Rao analogue for median-unbiased estimators Sung, N.K.;Stangenhaus, G.;David, H.T
  6. Journal of the Korean Statistical Society v.23 no.1 A Sharp Cramer-Rao type lower bound for median-unbiased estimators So, B.S