A note on the bias of L-estimators and a bias reduction procedure

DOI10.1016/0167-7152(94)00103-FMaRDI QIDQ1892967zbMATH OpenOpenAlexFDO

Authors Xiaojing Xiang

Publication date 27 August 1995

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)00103-f

zbMATH Keywords

Bernstein polynomialbias of \(L\)-estimatorsbias reductionmean squared errorsmodified \(L\)-estimatorvariances

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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Cites work

• Approximation Theorems of Mathematical Statistics
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
• Asymptotic normality of linear combinations of order statistics with a smooth score function
• scientific article; zbMATH DE number 1190534 (Why is no real title available?)
• Linear functions of order statistics with smooth weight functions

Cited in

(8)

• Median based covariogram estimators reduce bias
• Target estimation for bias and mean square error reduction
• On the mean square error of smooth \(L\)-estimator
• scientific article; zbMATH DE number 3956240 (Why is no real title available?)
• Loss Reduction in Point Estimation Problems
• Estimation and backtesting of risk measures with emphasis on distortion risk measures
• On unbiased optimal \(L\)-statistics quantile estimators
• Bias-reduced estimates for skewness, kurtosis, L-skewness and L-kurtosis

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