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.

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Year of publication:	1995
Authors:	Xiang, Xiaojing
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 23.1995, 2, p. 123-127
Publisher:	Elsevier
Subject:	L-estimators Bias reduction Bernstein polynomial

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005223676