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Bounds for the efficiency of approximately median unbiased estimates

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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.

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Research supported by a grant of the Deutsche Forschungsgemeinschaft.

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Michel, R. Bounds for the efficiency of approximately median unbiased estimates. Metrika 21, 205–211 (1974). https://doi.org/10.1007/BF01893902

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  • DOI: https://doi.org/10.1007/BF01893902

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