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
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
收藏
页码:629 / 637
页数:9
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