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Comparison of efficient L- and R-estimators of location |
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| Authors: | Sorana Froda |
| Abstract: | Scholz (1974) proved that the asymptotic variance of an R-estimator of location is no larger than that of an L-estimator when the observations come from a distribution G different from the distribution F for which the two estimators are efficient. This note extends this result to distributions F whose density has a first but no second derivative. |
| Keywords: | Estimation linear combination of order statistic estimators based on a signed rank statistic asymptotic variance efficiency |