Directionally Efficient Robust Estimators of Location Via Exponential Embedding.
Abstract
A general method is presented for constructing a location estimator which is asymptotically efficient at any two different location-scale families of symmetric distributions as well as at an appropriately defined class of distributions lying in between. The method works by embedding the two families in a comprehensive parametric model and identifying the estimator with the MLE(Maximum Likelihood Estimation). The case when the families are Normal and Double exponential is examined in detail. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1983
- Accession Number
- ADA130525
Entities
People
- Wei-yin Loh
Organizations
- University of Wisconsin–Madison