Asymptotic efficiency of the Spearman estimator and characterizations of distributions
type: Item
instance of: scholarly article
title: Asymptotic efficiency of the Spearman estimator and characterizations of distributions
zbMATH Open document ID: 0628.62040
DOI: 10.1007/BF02491473
published in: Annals of the Institute of Statistical Mathematics
publication date: 1987-01-01T00:00:00Z
review text: The Spearman estimator is designed to be a nonparametric estimator for the expectation of a tolerance distribution. We characterize the one- parameter families of distributions (the parameter being the mean of the distribution) for which the Spearman estimator has asymptotic efficiency one. In particular, when the parameter indexes the location, the characterizing distribution is the logistic distribution. In any other case of efficiency one, the family of distributions is given by certain transformations of a logistic distribution.
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 4022380
zbMATH Keywords: characterizations
zbMATH Keywords: Spearman estimator
zbMATH Keywords: expectation of a tolerance distribution
zbMATH Keywords: one-parameter families of distributions
zbMATH Keywords: asymptotic efficiency one
zbMATH Keywords: logistic distribution
author: Z. Govindarajulu
author: Bo Henry Lindqvist
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02491473
OpenAlex ID: W2044464031
description: scientific article; zbMATH DE number 4022380