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Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach
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Hanxiang Peng
and Anton Schick
Published/Copyright:
September 25, 2009
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.
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Published Online: 2009-09-25
Published in Print: 2004-04-01
© R. Oldenbourg Verlag, München
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Articles in the same Issue
- Quantization of probability distributions under norm-based distortion measures
- Confidence estimation of the covariance function of stationary and locally stationary processes
- Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach
- Locally asymptotically optimal tests in semiparametric generalized linear models in the 2-sample-problem
- Maximum likelihood estimator in a two-phase nonlinear random regression model