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Kybernetika 31(3):297-302, 1995.

Finite Sample Optimality of Extremes and Mid-Range

Chris A. J. Klaassen


Abstract:

Consider estimation of the location of the center of a uniform distribution by a translation equivariant estimator. It is shown that for a broad class of loss functions and for each sample size the sample mid-range is an optimal estimator. Similarly, the sample minimum is optimal in estimating the start of a nonincreasing density.


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BIB TeX

@article{kyb:1995:3:297-302,

author = {Klaassen, Chris A. J.},

title = {Finite Sample Optimality of Extremes and Mid-Range},

journal = {Kybernetika},

volume = {31},

year = {1995},

number = {3},

pages = {297-302}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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