Percentile estimators in location-scale parameter families under absolute loss

被引：0
|
作者：
J. P. Keating
R. L. Mason
N. Balakrishnan
机构：
[1] The University of Texas at San Antonio,
[2] Southwest Research Institute,undefined
[3] McMaster University,undefined
来源：
Metrika | 2010年 / 72卷
关键词：
Equivariant estimation; Median unbiased estimators; Percentiles;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Estimators of percentiles of location-scale parameter families are optimized based on median unbiasedness and absolute risk. Median unbiased estimators and minimum absolute risk estimators are shown to exist within a class of equivariant estimators and depend upon medians of two completely specified distributions. This work extends earlier findings to a larger class of equivariant estimators. These estimators are illustrated in the normal and exponential distributions.
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页码：351 / 367
页数：16
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