Accession Number : ADA130525

Title :   Directionally Efficient Robust Estimators of Location Via Exponential Embedding.

Descriptive Note : Technical summary rept.,


Personal Author(s) : Loh,Wei-Yin

PDF Url : ADA130525

Report Date : May 1983

Pagination or Media Count : 41

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)

Descriptors :   *Probability distribution functions, *Estimates, *Position(Location), Statistical analysis, Efficiency, Maximum likelihood estimation, Asymptotic normality, Symmetry, Embedding, Parametric analysis, Models, Exponential functions, Monte Carlo method, Simulation

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE