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Robusteffektiv lägesestimation
1982 (svensk)Doktoravhandling, monografi (Annet vitenskapelig)
Abstract [en]

This thesis considers an adaptive estimator of location having the property that it is asymptotically normally distributed for a family of symmetric distributions constrained only by regularity conditions. The estimator is shown to possess good efficiency robustness properties, both asymptotically and for small samples. It is also shown that a suitably studentized version of the estimator is approximately t-distributed for small and moderate sample sizes. This makes it possible to construct confidence intervals and tests for the location parameter. The small sample properties are investigated with the aid of Monte Carlo experiments. Special care has been taken to reduce the uncertainty in the results of these experiments.

sted, utgiver, år, opplag, sider
Stockholm: Stockholm University, 1982. , s. 167
Serie
Research report - Department of Statistics, University of Stockholm, ISSN 0280-7564 ; 1982:17
HSV kategori
Identifikatorer
URN: urn:nbn:se:su:diva-175130Libris ID: 7643961ISBN: 91-7474-057-1 (tryckt)OAI: oai:DiVA.org:su-175130DiVA, id: diva2:1360786
Disputas
1982-12-15, Föreläsningssalen, fysiska institutionen, Vanadisvägen 9, Stockholm, 10:00
Merknad

With an English summary

Tilgjengelig fra: 2019-10-14 Laget: 2019-10-14 Sist oppdatert: 2019-10-14bibliografisk kontrollert

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