TY - JOUR
T1 - Efficiency of a linear combination of the median and the sample mean: The double truncated normal distribution
AU - Puig, Pedro
AU - Damilano, Gabriela
PY - 2004/1/1
Y1 - 2004/1/1
N2 - We characterize all symmetric location models for which a linear combination of the median and the sample mean is an asymptotically efficient estimator of the location parameter. The resulting model can be understood as a symmetrized or double truncated normal distribution. A simple algorithm to estimate the parameters is given and an application is presented.
AB - We characterize all symmetric location models for which a linear combination of the median and the sample mean is an asymptotically efficient estimator of the location parameter. The resulting model can be understood as a symmetrized or double truncated normal distribution. A simple algorithm to estimate the parameters is given and an application is presented.
KW - Location and scale models
KW - Truncated normal distribution
KW - Pseudolikelihood
KW - Symmetric location models
KW - Asymptotically efficient estimator
UR - https://dialnet.unirioja.es/servlet/articulo?codigo=2843119
U2 - 10.1111/j.1467-9469.2004.00411.x
DO - 10.1111/j.1467-9469.2004.00411.x
M3 - Article
SN - 0303-6898
VL - 31
SP - 629
EP - 637
JO - Scandinavian Journal of Statistics
JF - Scandinavian Journal of Statistics
IS - 4
ER -