Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering

Ryszard Zieliński

Applicationes Mathematicae (2003)

  • Volume: 30, Issue: 3, page 251-255
  • ISSN: 1233-7234

Abstract

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If θ ∈ Θ is an unknown real parameter of a given distribution, we are interested in constructing an exactly median-unbiased estimator θ̂ of θ, i.e. an estimator θ̂ such that a median Med(θ̂ ) of the estimator equals θ, uniformly over θ ∈ Θ. We shall consider the problem in the case of a fixed sample size n (nonasymptotic approach).

How to cite

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Ryszard Zieliński. "Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering." Applicationes Mathematicae 30.3 (2003): 251-255. <http://eudml.org/doc/278932>.

@article{RyszardZieliński2003,
abstract = {If θ ∈ Θ is an unknown real parameter of a given distribution, we are interested in constructing an exactly median-unbiased estimator θ̂ of θ, i.e. an estimator θ̂ such that a median Med(θ̂ ) of the estimator equals θ, uniformly over θ ∈ Θ. We shall consider the problem in the case of a fixed sample size n (nonasymptotic approach).},
author = {Ryszard Zieliński},
journal = {Applicationes Mathematicae},
keywords = {median-unbiased estimators; stochastic ordering; optimal nonparametric quantile estimators},
language = {eng},
number = {3},
pages = {251-255},
title = {Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering},
url = {http://eudml.org/doc/278932},
volume = {30},
year = {2003},
}

TY - JOUR
AU - Ryszard Zieliński
TI - Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering
JO - Applicationes Mathematicae
PY - 2003
VL - 30
IS - 3
SP - 251
EP - 255
AB - If θ ∈ Θ is an unknown real parameter of a given distribution, we are interested in constructing an exactly median-unbiased estimator θ̂ of θ, i.e. an estimator θ̂ such that a median Med(θ̂ ) of the estimator equals θ, uniformly over θ ∈ Θ. We shall consider the problem in the case of a fixed sample size n (nonasymptotic approach).
LA - eng
KW - median-unbiased estimators; stochastic ordering; optimal nonparametric quantile estimators
UR - http://eudml.org/doc/278932
ER -

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