Small-Sample properties of universally efficient nonparametric estimators of shift

DOI10.1080/00949658108810460zbMath0452.62031OpenAlexW2088041791WikidataQ126249443 ScholiaQ126249443MaRDI QIDQ3899316

Louise Dionne

Publication date: 1981

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658108810460

zbMATH Keywords

best linear unbiased estimatorrelative efficiencyCramer-Rao lower boundsmall-sample propertiesHodgesLehmannMonte-Carlo estimation of efficiencytwo sample location modeluniversally efficient nonparametric estimators of shift

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Unnamed Item
• Efficient nonparametric estimators of parameters in the general linear hypothesis
• Asymptotically efficient adaptive rank estimates in location models
• Estimation of Location and Scale Parameters by Order Statistics from Singly and Doubly Censored Samples
• Estimation of Location and Scale Parameters by Order Statistics from Singly and Doubly Censored Samples: Part II. Tables for the Normal Distribution for Samples of Size $11 \leqq n \leqq 15$
• Correction to “characterization of the exponential and power distributions”
• Estimates of Location Based on Rank Tests
• Efficiency-Robust Estimation of Location
• Linearized Rank Estimates and Signed-Rank Estimates for the General Linear Hypothesis

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