Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Improving $L_1$ Information Bound in the Presence of a Nuisance Parameter for Median-unbiased Estimators

  • Published : 1993.06.01
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Abstract

An approach to make the information bound sharper in median-unbiased estimation, based on an analogue of the Cramer-Rao inequality developed by Sung et al. (1990), is introduced for continuous densities with a nuisance parameter by considering information quantities contained both in the parametric function of interest and in the nuisance parameter in a linear fashion. This approach is comparable to that of improving the information bound in mean-unbiased estimation for the case of two unknown parameters. Computation of an optimal weight corresponding to the nuisance parameter is also considered.

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References

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