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Half-sample estimation of sampling distributions

Jun Shao

Statistics & Probability Letters, 1989, vol. 8, issue 2, 147-155

Abstract: A half-sample method is proposed for estimating the sampling distributions of point estimators. Finite sample properties of the half-sample estimators are obtained. Some extensions and the robustness of the method are also studied. Numerical results show that the half-sample estimator works well in general situations.

Keywords: half-sampling; unbiasedness; conservative; estimators; incomplete; U-statistics; random; sampling. (search for similar items in EconPapers)
Date: 1989
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