Communications for Statistical Applications and Methods

  • 제11권1호
  • /
  • Pages.13-20
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  • 2004
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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A Bhattacharyya Analogue for Median-unbiased Estimation

  • 발행 : 2004.04.01
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초록

A more general version of diffusivity based on total variation of density is defined and an information inequality for median-unbiased estimation is presented. The resulting information inequality can be interpreted as an analogue of the Bhattacharyya system of lower bounds for mean-unbiased estimation. A condition on which the information bound is achieved is also given.

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참고문헌

  1. Sankhya v.8 On Some analogues to the amount of information and their uses in statistical estimation Bhattacharyya,A.
  2. Contributions to Statistics: Jaroslav Hajek memorial volume Descriptive Statistics for Nonparametric Models Ⅳ. Spread Bickel,P.J.;Lehmann,E.L.
  3. Annals of Mathematical Statistics v.32 A unified theory of estimators Ⅰ Birnbaum,A. https://doi.org/10.1214/aoms/1177705145
  4. Annals of Mathematical Statistics v.30 On the attainment of Cramer-Rao and Bhattacharyya bounds for the variances of an estimate Fend,A.V. https://doi.org/10.1214/aoms/1177706258
  5. Trabajos de Estadistica v.5 A Cramer-Rao analogue for median-unbiased estimators Sung,N.K.;Stangenhaus,G.;David,H.T. https://doi.org/10.1007/BF02863649
  6. Journal of Multivariate Analysis v.32 A generalized Cramer-Rao analogue for median-unbiased estimators Sung,N.K. https://doi.org/10.1016/0047-259X(90)90081-R
  7. Journal of the Korean Statistical Society v.19 An optimality criterion for median-unbiased estimators Sung,N.K.
  8. Journal of the Korean Statistical Society v.22 no.1 Improving L₁information bound for median-unbiased estimators in the presence of a nuisance parameter Sung,N.K.
  9. Journal of the Korean Statistical Society v.26 no.4 Chapman-Robbins-type and Bayesian lower bound based on diffusivity Sung,N.K.