{"entities":{"Q1082736":{"pageid":1093488,"ns":120,"title":"Item:Q1082736","lastrevid":48986470,"modified":"2026-01-06T10:05:26Z","type":"item","id":"Q1082736","labels":{"en":{"language":"en","value":"Asymptotics for configural location estimators"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 3974060"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1082736$72CDB6C5-F673-497A-B835-0A621775D824","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"adab1b60372c0230bd04c8737cce8000f2a01d1e","datavalue":{"value":{"text":"Asymptotics for configural location estimators","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1082736$7C40E71F-69B0-479B-855A-E530ACC347D2","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1937cfb881c003f32cdd13253100fcb09321d89b","datavalue":{"value":"0603.62031","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1082736$370B0E89-02A8-4F5F-95C0-C9372D4A5965","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"34ef3a70960bfe46c915be4300754b3a4069d8f9","datavalue":{"value":{"entity-type":"item","numeric-id":225893,"id":"Q225893"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1082736$3056A62B-A1C6-4682-9346-716B12D644B9","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0b73f6da78562727d9e1c290db85e0053cdeb667","datavalue":{"value":{"entity-type":"item","numeric-id":60819,"id":"Q60819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1082736$1848AA76-4193-428E-A5B9-3D7C1A14FF31","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"63df7153432d81fa42019fcabb076c89649b0b5b","datavalue":{"value":{"time":"+1986-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1082736$2590E8B5-441F-4989-A65B-6F13EF84AEB2","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"bd79971dff597085c2555c990f80e57a5e5cbd67","datavalue":{"value":"Let \\(x_ 1,...,x_ n\\) be independent real-valued observations from the distribution function (d.f.) F(x-\\(\\mu)\\); it is assumed that F(\\(\\cdot)\\) is symmetric around 0, \\(0<F(x)<1\\) for all \\(x\\in {\\mathbb{R}}\\), and has a probability density function f(\\(\\cdot)\\) with respect to Lebesgue measure. When sampling from a symmetric situation as above, the Pitman estimator of \\(\\mu\\) is given by  \\[  T_ F(x_ 1,...,x_ n)=\\int^{\\infty}_{- \\infty}r\\prod^{n}_{i=1}f(x_ i+r)dr/\\int^{\\infty}_{- \\infty}\\prod^{n}_{i=1}f(x_ i+r)dr.  \\]  This estimator has the smallest mean-square-error among all location equivariant estimators, where T(\\(\\cdot)\\) is location equivariant, if \\(T(x_ 1+r,...,x_ n+r)=T(x_ 1,...,x_ n)+r\\), \\(r\\in {\\mathbb{R}}.\\)    In this paper, the main interest is centered at the behavior of the so- called bioptimal or compromise location estimators when the sample is coming from a d.f. G(\\(\\cdot)\\) symmetric around 0. With d.f.'s \\(F_ 1(\\cdot)\\) and \\(F_ 2(\\cdot)\\) satisfying the same assumptions as the d.f. F(\\(\\cdot)\\) above, a compromise estimator \\(T_{F_ 1,F_ 2,\\alpha}(x_ 1,...,x_ n)\\) is defined by  \\[  T_{F_ 1,F_ 2,\\alpha}(x_ 1,...,x_ n)=  \\]   \\[  \\alpha w_{F_ 1}(x_ 1,...,x_ n)T_{F_ 1}(x_ 1,...,x_ n)+(1-\\alpha)w_{F_ 2}(x_ 1,...,x_ n)T_ F(x_ 1,...,x_ n),  \\]  where \\(0<\\alpha <1\\); for \\(k=1,2\\), \\(T_{F_ k}(x_ 1,...,x_ n)\\) are given as \\(T_ F(x_ 1,...,x_ n)\\) above, and the weights \\(w_{F_ k}(x_ 1,...,x_ n)\\) are given by  \\[  w_{F_ k}(x_ 1,...,x_ n)=  \\]   \\[  \\int^{\\infty}_{- \\infty}\\prod^{n}_{i=1}f_ k(x_ i+r)dr/\\int^{\\infty}_{- \\infty}\\{\\alpha \\prod^{n}_{i=1}f_ 1(x_ i+r)+(1- \\alpha)\\prod^{n}_{i=1}f_ 2(x_ i+r)\\}dr,  \\]  k\\(=1,2\\). In many applications, \\(F_ 1(\\cdot)\\) is chosen to be of the Gaussian shape, and, on the basis of various considerations, \\(F_ 2(\\cdot)\\) is chosen as a heavy tailed distribution; for example, a distribution with Pareto tails. Under certain overly nice conditions, which do not include, for example, distributions with Pareto tails, the asymptotic behavior of the weights is established; namely, it is shown that \\(w_{F_ 2}(x_ 1,...,x_ n)/w_{F_ 1}(x_ 1,...,x_ n)\\) converges to 0 a.s. The same result is also proved under weaker conditions. It follows that the compromise estimator is equivalent to the Pitman estimator. Furthermore, expressions for the asymptotic variances of \\(T_{F_ 1}(x_ 1,...,x_ n)\\) and \\(T_{F_ 2}(x_ 1,...,x_ n)\\) are given.    Finally, if the d.f. G(\\(\\cdot)\\) is chosen to be \\(G(x)=(1-\\epsilon)\\Phi (x)+\\epsilon H(x)\\), where \\(\\Phi\\) (\\(\\cdot)\\) is the d.f. of the standard normal distribution, \\(H(x)+H(-x)=1\\) for all x's and H(\\(\\cdot)\\) puts all its mass outside the interval [-k,k], but is otherwise arbitrary, and \\(0\\leq \\epsilon \\leq 0.5\\), it is shown that the asymptotic variance of the compromise estimator is \\(\\leq\\) the asymptotic variance of Huber's minimax estimator.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1082736$872F16B0-49AE-4A0C-AC5F-B59134F20AC2","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"75e7eccefc17ce742c2b1ddc700b3ca228980abd","datavalue":{"value":"62F12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1082736$9B6F795F-2357-4AAF-B101-EE3A0ED12776","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5a4dbf529fe501a8125be9da861e7c4a1450806a","datavalue":{"value":"62F35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1082736$F5434D6F-C9E1-4CC2-9B35-EA51AD27B47A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"ea3475d4c22dc51a420786874bb708769d5bfd82","datavalue":{"value":"62G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1082736$9187C5D2-2981-4DF5-BC05-CDB737A37C14","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"8fb0acd393c3d022da47a022970bcd47b7fcafe8","datavalue":{"value":"3974060","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1082736$8A90A3F3-9F41-4019-9093-EDBAFA14FD47","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dc4db33f653f2e1f40f3d25b909574483ba54d0c","datavalue":{"value":"configural polysampling","type":"string"},"datatype":"string"},"type":"statement","id":"Q1082736$A195A8A8-FEE3-4935-84B2-CA8F24EE0747","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9b4c50836880a21361b04be9d2a023cda7ad28e4","datavalue":{"value":"symmetric distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q1082736$E460DB15-1577-41BB-9C1C-9E28C61B5F7D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3c31363df02186f660e0e7b48ac4cba72f2257bf","datavalue":{"value":"Pitman estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q1082736$F2792274-77F5-47F4-AE04-E62C0945BE82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3859ec9c15d23c9ffc96f712aedda077bb565d28","datavalue":{"value":"mean- square-error","type":"string"},"datatype":"string"},"type":"statement","id":"Q1082736$5C2F6385-F8E2-4908-8AB7-821A2E2E6A85","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b42f8a483f41c75bcd65dc385bc4acaf7bf7bb35","datavalue":{"value":"location equivariant estimators","type":"string"},"datatype":"string"},"type":"statement","id":"Q1082736$B17D4DD2-66A7-4D4E-BDA0-EF149056B2AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"253d6469666cae45466ff9e7a0ba4e70b2be5266","datavalue":{"value":"compromise estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q1082736$243B78EA-3353-4D3D-8CB6-BD6AA3D2CF9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c5d1e370e95b135db4ebaa8aca31bbfea3d74e25","datavalue":{"value":"heavy tailed distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q1082736$0472CED6-32B4-4789-8533-79C4CEECB901","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1a00a1260c53eb03012777437cc6dc95b10b7d33","datavalue":{"value":"Pareto","type":"string"},"datatype":"string"},"type":"statement","id":"Q1082736$E23BDF60-BC70-4700-9F36-0DD84822FBF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"58746d1cb9fcded4a2b2936b4bb5db5974f873ef","datavalue":{"value":"asymptotic behavior of the weights","type":"string"},"datatype":"string"},"type":"statement","id":"Q1082736$C808ABA7-10A3-4337-AF74-22892BFCA86E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1196d60af9df914f735ef3567fd82acb281e1cd4","datavalue":{"value":"asymptotic variances","type":"string"},"datatype":"string"},"type":"statement","id":"Q1082736$3B513936-E3F4-4126-A6FB-22264A583C01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a45e73717e779cbc018fdf11e2519fa2b7940e3e","datavalue":{"value":"standard normal distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q1082736$5B8BDB9C-8CC7-4BA7-ACD8-D3F2C00C8E7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dbc303ecebbb8de6da41ec8dcb1d444d1dc87fda","datavalue":{"value":"Huber's minimax estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q1082736$E15502CD-DA5A-4200-8110-ADBD207413ED","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"29f81d77886f31db36b420d7e305d6abf66a9143","datavalue":{"value":{"entity-type":"item","numeric-id":180743,"id":"Q180743"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1082736$21FA5919-A925-4DF2-AD47-DE6A87DA314C","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1082736$540A1700-59CD-4A52-81D7-F43FDCEB0715","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b83e0156ba0f15820d8c4ac631b086c2a29c6357","datavalue":{"value":"https://doi.org/10.1214/aos/1176349848","type":"string"},"datatype":"url"},"type":"statement","id":"Q1082736$78FC787F-40C7-43D2-94CA-C37F094FFDC7","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7b12a385e9a4c7ab10fa68327118b98ed36e3e6a","datavalue":{"value":"W2055506776","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1082736$A63F7296-9468-4B98-AB23-67DB5A15C2B2","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"dd20b35f4545b8483eb0edf7b4ed80fbf098f0e5","datavalue":{"value":"10.1214/AOS/1176349848","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1082736$89FECCA3-0A32-42EB-9D49-53A0997C7971","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"07b0e64df12be68c78515bd2eb62666f05d8b483","datavalue":{"value":{"entity-type":"item","numeric-id":538115,"id":"Q538115"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9a1a42e20e75cbe26844d47f8cb349f4ed9f36ca","datavalue":{"value":{"amount":"+0.8352856040000916","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1082736$CC54923C-08C7-4771-89E3-7295AC4A9B25","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c8adfd7e5e3768012635f1bcc0d0dbb30aff2046","datavalue":{"value":{"entity-type":"item","numeric-id":3834874,"id":"Q3834874"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c8c44464b849b8d61f913853ccaa9d65a276f5d4","datavalue":{"value":{"amount":"+0.7923199534416199","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1082736$CBAF846B-4094-41B5-A56D-4C3CE2DB2374","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d5b9e275cbb15d6a80cc20a29889e93134a05c09","datavalue":{"value":{"entity-type":"item","numeric-id":4399510,"id":"Q4399510"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"82c49289192c71c508c2d13042abfd6d031f1c15","datavalue":{"value":{"amount":"+0.7903536558151245","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1082736$CCEA6716-478E-434E-8D59-6E7D73C0B19B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6cb80ab631f84e1b6aface09948e3f3a36406e20","datavalue":{"value":{"entity-type":"item","numeric-id":4843759,"id":"Q4843759"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"82c49289192c71c508c2d13042abfd6d031f1c15","datavalue":{"value":{"amount":"+0.7903536558151245","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1082736$7F35FDD1-DDAB-4039-8C11-BB7804230B02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1ca47823401d564c3173b16ed1c736cf8445f848","datavalue":{"value":{"entity-type":"item","numeric-id":5748735,"id":"Q5748735"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ff05ceb3483ce29e1769bb8a13bb7ede4ae4794f","datavalue":{"value":{"amount":"+0.7860402464866638","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1082736$693C84CF-4998-4FBB-871B-A2427BF59CE6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1082736","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1082736"}}}}}