A generalized Cramér-Rao analogue for median-unbiased estimators

N.k Sung

Journal of Multivariate Analysis, 1990, vol. 32, issue 2, 204-212

Abstract: A generalized Cramér-Rao analogue for median-unbiased estimators having continuous joint density functions is given by defining a dispersion measure, joint diffusivity, analogous to the generalized variance in mean-unbiased estimation and extending the usual definition of median-unbiasedness to the multivariate case. The resulting inequality is valid for multivariate distributions with a vector parameter.

Keywords: median-unbiased; estimation; Cramer-Rao; diffusivity (search for similar items in EconPapers)
Date: 1990
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