Constructing median-unbiased estimators
in one-parameter families of distributions
via stochastic ordering
Applicationes Mathematicae, Tome 30 (2003) no. 3, pp. 251-255
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
If $\theta \in { \Theta }$ is an unknown real parameter of a given distribution,
we are interested in constructing an exactly median-unbiased estimator
$\widehat \theta $ of $\theta $, i.e. an estimator $\widehat \theta $ such that a median $\textrm{Med}(\widehat \theta )$ of the estimator equals $\theta $, uniformly over $\theta \in { \Theta }$. We shall consider the problem in the case of a fixed sample size $n$ (nonasymptotic approach).
Keywords:
theta theta unknown real parameter given distribution interested constructing exactly median unbiased estimator widehat theta theta estimator widehat theta median textrm med widehat theta estimator equals theta uniformly theta theta shall consider problem fixed sample size nonasymptotic approach
Affiliations des auteurs :
Ryszard Zieliński 1
@article{10_4064_am30_3_1,
author = {Ryszard Zieli\'nski},
title = {Constructing median-unbiased estimators
in one-parameter families of distributions
via stochastic ordering},
journal = {Applicationes Mathematicae},
pages = {251--255},
year = {2003},
volume = {30},
number = {3},
doi = {10.4064/am30-3-1},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am30-3-1/}
}
TY - JOUR AU - Ryszard Zieliński TI - Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering JO - Applicationes Mathematicae PY - 2003 SP - 251 EP - 255 VL - 30 IS - 3 UR - http://geodesic.mathdoc.fr/articles/10.4064/am30-3-1/ DO - 10.4064/am30-3-1 LA - en ID - 10_4064_am30_3_1 ER -
%0 Journal Article %A Ryszard Zieliński %T Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering %J Applicationes Mathematicae %D 2003 %P 251-255 %V 30 %N 3 %U http://geodesic.mathdoc.fr/articles/10.4064/am30-3-1/ %R 10.4064/am30-3-1 %G en %F 10_4064_am30_3_1
Ryszard Zieliński. Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering. Applicationes Mathematicae, Tome 30 (2003) no. 3, pp. 251-255. doi: 10.4064/am30-3-1
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