Summary
It is shown that for approximately median unbiased estimates of sample sizen, the asymptotic concentration exceeds “Fisher's bound” at most by an amount of the ordern −1/2.
Similar content being viewed by others
References
Feller, W.: An introduction to probability theory and its applications. Vol. I, Wiley, New York, 1957.
Kelly, J. L.: General topology. Van Nostrand, New York, 1969.
LeCam, L.: One some asymptotic properties of maximum likelihood estimates and relatedBayes' estimates. Univ. California Publ. Statist.1, 227–330, 1953.
Pfanzagl, J.: On the asymptotic efficiency of median unbiased estimates. Ann. Math. Statist.41, 1500–1509, 1970.
—: TheBerry-Esseen bound for minimum contrast estimates. Metrika17, 82–91, 1971a.
—: On median unbiased estimates. Metrika18, 154–173, 1971b.
—: Further results on asymptotic normality I. Metrika18, 174–198, 1971c.
Wolfowitz, J.: Asymptotic efficiency of the maximum likelihood estimator. Theor. Probability Appl.10, 247–260, 1965.
Author information
Authors and Affiliations
Additional information
Research supported by a grant of the Deutsche Forschungsgemeinschaft.
Rights and permissions
About this article
Cite this article
Michel, R. Bounds for the efficiency of approximately median unbiased estimates. Metrika 21, 205–211 (1974). https://doi.org/10.1007/BF01893902
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01893902