Search Results - subject:"L-estimators"

Eliminating proxy errors from capital estimates by targeted exact computation

Crispin, Daniel J.; Kinsley, Sam M. - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 2, pp. 219-242

Persistent link: https://www.econbiz.de/10014320032

On the distribution of functionals of discrete ordinal variables

Cerchiello, Paola; Giudici, Paolo - In: Statistics & Probability Letters 82 (2012) 11, pp. 2044-2049

functions of several summary measures and of two important L-estimators that can be profitably used in data analysis. What is …

Persistent link: https://www.econbiz.de/10010593894

A note on the bias of L-estimators and a bias reduction procedure

Xiang, Xiaojing - In: Statistics & Probability Letters 23 (1995) 2, pp. 123-127

The bias of L-estimators is investigated. A modified L-estimator is proposed which reduces the bias. The variances as …

Persistent link: https://www.econbiz.de/10005223676

Tukey's linear sensitivity and order statistics

Nagaraja, H. - In: Annals of the Institute of Statistical Mathematics 46 (1994) 4, pp. 757-768

Persistent link: https://www.econbiz.de/10005395733

On selecting the best ofk lognormal distributions

Gupta, Shanti; Miescke, Klaus - In: Metrika 36 (1989) 1, pp. 233-247

Persistent link: https://www.econbiz.de/10005178909

Asymptotic results in robust quasi-bayesian estimation

Ritov, Ya'acov - In: Journal of Multivariate Analysis 23 (1987) 2, pp. 290-302

Let [Theta] be a real random variable with a known (a priori) distribution. Let the observations given [Theta] be iid with a common distributionF0(Â·)=F(Â·-0)F is known to belong to some family of distributions on the real line. We find estimators of [Theta] which are asymptotically minimax...

Persistent link: https://www.econbiz.de/10005160489