A note on the bias of L-estimators and a bias reduction procedure
The bias of L-estimators is investigated. A modified L-estimator is proposed which reduces the bias. The variances as well as the mean squared errors of the L-estimator and its modified version are compared.
Year of publication: |
1995
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Authors: | Xiang, Xiaojing |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 23.1995, 2, p. 123-127
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Publisher: |
Elsevier |
Subject: | L-estimators Bias reduction Bernstein polynomial |
Saved in:
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