In Praise of Quasi Medians
- 2002-04-08 (Mon.), 10:30 AM
- Recreation Hall, 2F, Institute of Statistical Science
- Prof. J. S. Huang
- Department of Statistics, TungHai university
Abstract
We address the problem of estimating the population median in a large sample, nonparametric setting. In the class of convex combinations of a fixed number of central observations, the optimal estimator which minimizes the asymptotic mean square error is obained. Trimmed means, jackknifed (or delete-d jackknifed) medians and quasi medians are all familiar examples of this class. It will be shown that the winner is the quasi median.
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