Third-order expansion of mean squared error of medians

J. S. Huang

Statistics & Probability Letters, 1999, vol. 42, issue 2, 185-192

Abstract: Mean squared error (mse) of the sample median is calculated up to the third-order term. The expansion serves two purposes. One is to provide a rather accurate approximation to mse. The other is to contradict a time-honored statistical folklore which says "It never pays to base the median on an odd number of observations".

Keywords: Median; Odd-even; Mean; square; error; Asymptotic; Nonparametric (search for similar items in EconPapers)
Date: 1999
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