A Robust Cramer-Rao Analogue.

Abstract

The authors present an analogue of the usual Cramer-Rao development, in which median-unbiasedness replaces unbiasedness, the first absolute moment of the sample score replaces the second, 'local kurtosis' replaces variance, and the maximum likelihood estimate enjoys optimality in a certain 'exponential' family a alogous to the exponential family of Koopman-Darmois form. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1981
Accession Number
ADA116997

Entities

People

  • Gabriela Stangenhaus
  • H. T. David

Organizations

  • Iowa State University

Tags

DTIC Thesaurus Topics

  • Analogs
  • Computer Science
  • Data Science
  • Dispersions
  • Industrial Engineering
  • Information Science
  • New York
  • Order Statistics
  • Scientific Research
  • Statistics
  • Universities

Readers

  • Statistical inference.