Efficiency of a Linear Combination of the Median and the Sample Mean: The Double Truncated Normal Distribution

We characterize all symmetric location models for which a linear combination of the median and the sample mean is an asymptotically efficient estimator of the location parameter. The resulting model can be understood as a symmetrized or double truncated normal distribution. A simple algorithm to estimate the parameters is given and an application is presented. Copyright 2004 Board of the Foundation of the Scandinavian Journal of Statistics..

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Year of publication:	2004
Authors:	Damilano, Gabriela ; Puig, Pedro
Published in:	Scandinavian Journal of Statistics. - Danish Society for Theoretical Statistics, ISSN 0303-6898. - Vol. 31.2004, 4, p. 629-637
Publisher:	Danish Society for Theoretical Statistics Finnish Statistical Society Norwegian Statistical Association Swedish Statistical Association

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

Persistent link: https://www.econbiz.de/10005195885