A Cramer-Rao analogue for median-unbiased estimators.

Título inglés	A Cramer-Rao analogue for median-unbiased estimators.
Título español	Análogo de la cota de Cramer-Rao para estimadores insesgados en la mediana.
Autor/es	Sung, N. K. ; Stangenhaus, Gabriela ; David, Herbert T.
Organización	Dep. Stat. Ewha Woman's Univ. Seoul, Seúl, Corea;Dep. Stat. Univ. Estadual Campinas, Sao Paulo, Brasil;Dep. Stat. Iowa State Univ. Sci. Technol., Ames (Iowa), Estados Unidos
Revista	0213-8190
Publicación	1990, 5 (2): 83-94, 6 Ref.
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	Adopting a measure of dispersion proposed by Alamo [1964], and extending the analysis in Stangenhaus [1977] and Stangenhaus and David [1978b], an analogue of the classical Cramér-Rao lower bound for median-unbiased estimators is developed for absolutely continuous distributions with a single parameter, in which mean-unbiasedness, the Fisher information, and the variance are replaced by median-unbiasedness, the first absolute moment of the sample score, and the reciprocal of twice the median-unbiased estimator's density height evaluated at its median point. We exhibit location-parameter and scale-parameter families for which there exist median-unbiased estimators meeting the bound. We also give an analogue of the Chapman-Robbins inequality which is free from regularity conditions.
Clasificación UNESCO	120908
Palabras clave español	Estimadores insesgados ; Dispersiones ; Mediana
Código Z-Math	Zbl 0743.62022
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