Window Estimation of the Asymptotic Variance of Rank Estimators of Location.

Abstract

Estimates of location based on rank statistics and score functions are receiving considerable attention in studies of 'robust' statistics. When using such estimates, one frequently would also like to have an estimate of the variance of a Normal distribution to Studentize the mean. The paper proposes a window estimator for the principal part of the asymptotic variance. (Modified author abstract)

Document Details

Document Type
Technical Report
Publication Date
Dec 18, 1973
Accession Number
AD0773553

Entities

People

  • Tore Schweder

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Computing-Related Activities
  • Data Science
  • Estimators
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Normal Distribution
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.