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.
|Journal||Scandinavian Journal of Statistics|
|Publication status||Published - 1 Jan 2004|
- Asymptotically efficient estimator
- Location and scale models
- Symmetric location models
- Truncated normal distribution
Damilano, G., & Puig, P. (2004). Efficiency of a linear combination of the median and the sample mean: The double truncated normal distribution. Scandinavian Journal of Statistics, 31(4), 629-637. https://doi.org/10.1111/j.1467-9469.2004.00411.x