ON L-ESTIMATORS VIEWED AS M-ESTIMATORS

被引：0

作者：

SINDELAR, J

机构：

来源：

KYBERNETIKA | 1994年 / 30卷 / 05期

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D O I：

暂无

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

Arithmetical mean and median usually serve as basic examples of M-estimators ([5]). Both of them are L-estimators. Thus there is a natural question whether there are some other L-estimators which are M-estimators as well. We shall show that, with rare exceptions, this is not the case. More precisely, we shall show that the arithmetical mean and empirical quantiles are the only L-estimators with nonnegative coefficients having a nontrivial psi-function.

引用

页码：551 / 562

页数：12

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