论文信息 - M-estimation in the presence of unequal scale.

M-estimation in the presence of unequal scale.

The class of weighted M-estimators is defined. The ratio of the asymptotic variance of the weighted estimator to the asymptotic variance of the optimally weighted estimator is defined as the inefficiency. A Kantorovich inequality is proved, its implications are investigated for the misweighted mean and misweighted median, and the results are applied to a batch of demographic data.

N Cressie

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