Efficiency of a linear combination of the median and the sample mean: The double truncated normal distribution

被引：5

作者：

Damilano, G ^{[1
]}

Puig, P ^{[1
]}

机构：

[1] Univ Autonoma Barcelona, Serv Estadistica, Barcelona 08193, Spain

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 2004年 / 31卷 / 04期

关键词：

asymptotically efficient estimator; location and scale models; pseudolikelihood; symmetric location models; truncated normal distribution;

D O I：

10.1111/j.1467-9469.2004.00411.x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We characterize all symmetric location models for which a linear combination of the median and the sample mean is an asymptotically efficient estimator of the location parameter. The resulting model can be understood as a symmetrized or double truncated normal distribution. A simple algorithm to estimate the parameters is given and an application is presented.

引用

页码：629 / 637

页数：9

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