One Method of Stable Estimation of a Location Parameter

L. B. Klebanov and J. A. Melamed

A chapter in Probability and Statistical Inference, 1982, pp 157-170 from Springer

Abstract: Abstract A method of stable estimation of a location parameter is given in the case when all the available information on the distribution type is enclosed in a finite number of linear relations among the moments. It is shown that the constructed estimators maximally exploit the available information. They are consistent, asymptotically normal and asymptotically efficient in the sense of attainment by their limiting variances the corresponding informational bounds. They are stable in the sense of uniform (with respect to a certain class of distributions) convergence of their distributions to a limiting normal distribution.

Keywords: Location Parameter; Fisher Information; Distribution Type; Stable Estimation; Nuisance Parameter (search for similar items in EconPapers)
Date: 1982
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-009-7840-9_15

Ordering information: This item can be ordered from
http://www.springer.com/9789400978409

DOI: 10.1007/978-94-009-7840-9_15

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().