Accession Number : AD0773553

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

Descriptive Note : Technical rept.,

Corporate Author : CALIFORNIA UNIV BERKELEY DEPT OF STATISTICS

Personal Author(s) : Schweder,Tore

Report Date : 18 DEC 1973

Pagination or Media Count : 35

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)

Descriptors :   *Analysis of variance, Estimates, Probability density functions, Sampling, Asymptotic series, Theorems

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE