COMPARISON OF LOCATION ESTIMATORS USING BANKS' CRITERION

被引：0

作者：

Karunaratne, H. Susitha I. ^{[1
]}

Hadjicostas, Petros ^{[2
]}

机构：

[1] Purdue Univ N Cent, Dept Math Stat & Phys, Westerville, IN 46391 USA

[2] Texas Tech Univ, Dept Math & Stat, Lubbock, TX 79409 USA

来源：

MATHEMATICAL INEQUALITIES & APPLICATIONS | 2009年 / 12卷 / 03期

关键词：

Banks' criterion; Gautschi's inequality; location estimation; Pitman's criterion; PITMAN NEARNESS CRITERION; PARAMETERS; BOUNDS;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we analyze further Banks' (1997) closeness criterion for estimators, which is an alternative to Pitman's (1937) closeness criterion. We mainly concentrate our analysis on location estimation, and justify a conjecture by Banks (1997) that for heavy tail distributions the sample median is better than the sample mean when estimating a location parameter. The conlusion is reversed for distributions with lighter tails. To achieve this, we use asymptotics and exact probability calculations.

引用

页码：455 / 472

页数：18

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