A Density-Quantile Function Approach to Adaptive Location or Scale Parameter Estimation.

Abstract

Two adaptive estimation procedures are developed for location or scale parameter estimation through the use of the asymptotically best linear unbiased estimator based on sample order statistics. The two procedures differ in their use of the data to guide optimal order statistic selection and are, consequently, termed partially and fully adaptive to indicate the associated degree of guidance. The partially adaptive procedure is developed in a data summary framework, similar to that utilized in exploratory data analysis, which provides a computationally simple scheme for obtaining estimators with high guaranteed asymptotic relative efficiency. The partially adaptive approach can also be viewed as providing techniques for adaptive data summary construction. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1981
Accession Number
ADA109637

Entities

People

  • Randall L. Eubank

Organizations

  • Southern Methodist University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computations
  • Construction
  • Data Analysis
  • Data Mining
  • Data Science
  • Data Sets
  • Distribution Functions
  • Efficiency
  • Estimators
  • Information Science
  • Mathematics
  • Normal Distribution
  • Optimal Estimators
  • Order Statistics
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.
  • Statistical inference.