Geodesic
Asymptotic expansions for median estimate of a parameter
Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 4, pp. 738-754 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

We obtain asymptotic expansions for the distribution of a median (of empirical distribution) estimate of a parameter in additive noise with symmetric density. For Laplacian (i.e., two-sided exponential) density this estimate coincides with the maximum likelihood estimate. As a corollary we obtain asymptotic expansions for moments of these estimates. Numerical comparisons with exact data show that the use of asymptotic expansions significantly increases the accuracy of statistical inferences even for relatively small sample sizes.
Keywords: median estimate, asymptotic expansions. 
@article{TVP_1996_41_4_a1,
     author = {M. V. Burnashev},
     title = {Asymptotic expansions for median estimate of a~parameter},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {738--754},
     year = {1996},
     volume = {41},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1996_41_4_a1/}
}
TY  - JOUR
AU  - M. V. Burnashev
TI  - Asymptotic expansions for median estimate of a parameter
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1996
SP  - 738
EP  - 754
VL  - 41
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/TVP_1996_41_4_a1/
LA  - ru
ID  - TVP_1996_41_4_a1
ER  - 
%0 Journal Article
%A M. V. Burnashev
%T Asymptotic expansions for median estimate of a parameter
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1996
%P 738-754
%V 41
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1996_41_4_a1/
%G ru
%F TVP_1996_41_4_a1
M. V. Burnashev. Asymptotic expansions for median estimate of a parameter. Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 4, pp. 738-754. http://geodesic.mathdoc.fr/item/TVP_1996_41_4_a1/