An Uniformly Asymptotically Efficient Robust Estimator of a Location Parameter
Language: English
Published by Forgotten Books, 2024
- Softcover
- New
Seller: Forgotten Books, London, United KingdomForgotten Books
AbeBooks seller since June 2, 2021
Condition: New
£ 13.40
Quantity: Over 20 available
Add to basketItem description from seller
Print on Demand. This book introduces a novel estimation method for location parameters of continuous data, enhancing the accuracy and efficiency of statistical inferences. The method is particularly valuable for data with unknown or irregular shapes, where traditional methods often struggle. The author, a distinguished statistician, provides a comprehensive exploration of the method's theoretical foundations and practical applications. Through Monte Carlo simulations and real-world examples, the book demonstrates the method's superiority in various scenarios, highlighting its potential to improve the quality of statistical analyses. This innovative approach offers a significant advancement in robust statistical estimation, promising to impact a wide range of fields relying on accurate data analysis. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book.…
Seller Inventory # 9781330034125_0
- Title
- An Uniformly Asymptotically Efficient Robust Estimator of a Location Parameter
- Author
- Kei Takeuchi
- Publisher
- Forgotten Books
- Publication year
- 2024
- Condition
- New
- Book Type
- print-on-demand item
- Binding
- Paperback
- Language
- English
- ISBN 10
- 1330034120
- ISBN 13
- 9781330034125
- Seller catalogs
- Statistics
The basic idea of the method is as follows. Although it is quite impossible to estimate the variance covariance matrix of the order statistics directly from the sample, it is possible to estimate the variance-covariance of the order statistics of a sample of size k, from a sample of size n, and if n is appreciably larger than k, the estimates would be accurate. But if the distribution is regular, this information about the variance - covariance matrix of the order statistics of a sample of size k can be effectively used to construct a nearly efficient estimator based on the sample of size n provided that k is also large.
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Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com
This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
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Forgotten Books publishes hundreds of thousands of rare and classic books.
This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
This text has been digitally restored from a historical edition. Some errors may persist, however we consider it worth publishing due to the work's historical value.
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