Finite sample optimality of extremes and mid-range

Chris A. J. Klaassen

Kybernetika (1995)

  • Volume: 31, Issue: 3, page 297-302
  • ISSN: 0023-5954

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Klaassen, Chris A. J.. "Finite sample optimality of extremes and mid-range." Kybernetika 31.3 (1995): 297-302. <http://eudml.org/doc/27872>.

@article{Klaassen1995,
author = {Klaassen, Chris A. J.},
journal = {Kybernetika},
keywords = {center location; uniform distribution; translation equivariant estimator; loss functions; sample mid-range; optimal estimator; sample minimum; nonincreasing density},
language = {eng},
number = {3},
pages = {297-302},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Finite sample optimality of extremes and mid-range},
url = {http://eudml.org/doc/27872},
volume = {31},
year = {1995},
}

TY - JOUR
AU - Klaassen, Chris A. J.
TI - Finite sample optimality of extremes and mid-range
JO - Kybernetika
PY - 1995
PB - Institute of Information Theory and Automation AS CR
VL - 31
IS - 3
SP - 297
EP - 302
LA - eng
KW - center location; uniform distribution; translation equivariant estimator; loss functions; sample mid-range; optimal estimator; sample minimum; nonincreasing density
UR - http://eudml.org/doc/27872
ER -

References

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  1. N. H. Bingham, The sample mid-range and symmetrized extremal laws, Preprint. University of London 1994. (1994) MR1340164
  2. J. Hájek, A characterization of hmiting distributions of regular estimates, Z. Wahrsch. verw. Geb. 14 (1970), 323-330. (1970) MR0283911
  3. J. Hájek, Local asymptotic minimax and admissibility in estimation, In: Proc. Sixth Berkeley Symp. Math. Statist. Probab. 1970, Vol I (L. M. LeCam, J. Neyman and E. L. Scott, eds.), Univ. of California Press 1972, pp. 175-194. (1970) MR0400513
  4. C. A. J. Klaassen, Statistical Performance of Location Estimators, (Mathematical Centre Tracts 133.) Mathematical Centre, Amsterdam 1981. (1981) Zbl0453.62019MR0612315
  5. C. A. J. Klaassen, Location estimators and spread, Ann. Statist. 12 (1984), 311-321. (1984) Zbl0548.62022MR0733516
  6. C.A.J. Klaassen, Estimators and spread, Ann. Statist. 17 (1989), 859-867. (1989) Zbl0672.62042MR0994272
  7. R. L. Smith, Estimating tails of probability distributions, Ann. Statist. 15 (1987), 1174-1207. (1987) Zbl0642.62022MR0902252
  8. C. J. Stone, Asymptotic properties of estimators of a location parameter, Ann. Statist. 2 (1974), 1127-1137. (1974) Zbl0303.62021MR0365861
  9. A. W. van der Vaart, An asymptotic representation theorem, Internat. Statist. Rev. 59 (1991), 97-121. (1991) Zbl0742.62004

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