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Teoriya Veroyatnostei i ee Primeneniya, 1996, Volume 41, Issue 4, Pages 738–754
DOI: https://doi.org/10.4213/tvp3193 (Mi tvp3193) 		 
This article is cited in 10 scientific papers (total in 10 papers)

Asymptotic expansions for median estimate of a parameter

M. V. Burnashev

A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences
Full-text PDF (861 kB) Citations (10)
DOI: https://doi.org/10.4213/tvp3193
Abstract: We obtain asymptotic expansions for the distribution of a median (of empirical distribution) estimate of a parameter in additive noise with symmetric density. For Laplacian (i.e., two-sided exponential) density this estimate coincides with the maximum likelihood estimate. As a corollary we obtain asymptotic expansions for moments of these estimates. Numerical comparisons with exact data show that the use of asymptotic expansions significantly increases the accuracy of statistical inferences even for relatively small sample sizes.
Keywords: median estimate, asymptotic expansions.
Received: 11.07.1995
English version:
Theory of Probability and its Applications, 1997, Volume 41, Issue 4, Pages 632–645
DOI: https://doi.org/10.1137/S0040585X97975678
Bibliographic databases:
Language: Russian
Citation: M. V. Burnashev, “Asymptotic expansions for median estimate of a parameter”, Teor. Veroyatnost. i Primenen., 41:4 (1996), 738–754; Theory Probab. Appl., 41:4 (1997), 632–645
Citation in format AMSBIB
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\by M.~V.~Burnashev
\paper Asymptotic expansions for median estimate of a~parameter
\jour Teor. Veroyatnost. i Primenen.
\yr 1996
\vol 41
\issue 4
\pages 738--754
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\transl
\jour Theory Probab. Appl.
\yr 1997
\vol 41
\issue 4
\pages 632--645
\crossref{https://doi.org/10.1137/S0040585X97975678}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000071926900002}
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  • https://www.mathnet.ru/eng/tvp/v41/i4/p738
    • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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