Home Business & Economics Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach
Article
Licensed
Unlicensed Requires Authentication

Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach

  • Hanxiang Peng and Anton Schick
Published/Copyright: September 25, 2009
Become an author with De Gruyter Brill

Summury

In this paper we construct efficient estimators of linear functionals of a bivariate distribution with equal marginals. The proposed estimator generalizes the construction of efficient estimators given by Bickel, Ritov and Wellner (1991) for the case of known, but not necessarily equal, marginals.

:
Published Online: 2009-09-25
Published in Print: 2004-04-01

© R. Oldenbourg Verlag, München

Downloaded on 21.12.2025 from https://www.degruyterbrill.com/document/doi/10.1524/stnd.22.4.301.64311/html
Scroll to top button