摘要
讨论了一类双边截断分布族中的Bahadur渐近有效性问题.基于一定的光滑性假设,得到了这种双边截断分布族的Bahadur界,并因此给出了该分布族中相合估计为Bahadur渐近有效估计的定义.对于一类常用的非参数估计,讨论了它们的Bahadur渐近有效性问题,指出这些常用的估计在给出的定义意义下,皆不是Bahadur渐近有效估计.从而在一个侧面上说明了所讨论的分布族与文献中讨论的其他双边截断分布族有本质的不同.
Bahadur Efficiency problem is discussed in one class of two side truncated distribution families. Based on some smooth conditions, the Bahadur bound for this distribution family is derived, and a definition of Bahadur efficiency is proposed. It is also proved that the common used estimators are not Bahadur efficient under the meaning of our definition. This fact, from a new angle, shows the two side distribution family discussed is different in nature from other two side truncated distribution families studied in the references.
出处
《北京师范大学学报(自然科学版)》
CAS
CSCD
北大核心
2002年第1期34-40,共7页
Journal of Beijing Normal University(Natural Science)
基金
教育部博士后基金资助项目
北京师范大学青年科学基金资助项目