Efficiency of a linear combination of the median and the sample mean: The double truncated normal distribution

Gabriela Damilano, Pedro Puig

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Abstract

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.
Original languageEnglish
Pages (from-to)629-637
JournalScandinavian Journal of Statistics
Volume31
Issue number4
DOIs
Publication statusPublished - 1 Jan 2004

Keywords

  • Asymptotically efficient estimator
  • Location and scale models
  • Pseudolikelihood
  • Symmetric location models
  • Truncated normal distribution

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