Robustness of a truncated estimator for the smaller of two ordered means
Robustness of a truncated estimator for the smaller of two ordered means
复制标题
两个有序均值中较小者的截断估计量的稳健性
DOI：
10.1007/s00362-022-01371-3
复制
发表时间：
2022
影响因子：
1.3
通讯作者：
Kubokawa Tatsuya
中科院分区：
文献类型：
--
作者：
Hamura Yasuyuki;Kubokawa Tatsuya
在这篇注记中，我们考虑了估计两个有序均值中较小者的问题。这样的问题经常出现在例如观察到聚集数据的应用中。为了结合直接和间接观测的信息，我们使用了Stein型截断估计。我们证明了它支配了对数凹分布或对数凸分布的直接估计。
In this note, we consider the problem of estimating the smaller of two ordered means. Such problems frequently arise in applications where, for example, aggregated data are observed. In order to combine information from direct and indirect observations, we use the Stein-type truncated estimator. We show that it dominates the direct estimator for distributions with log-concave or log-convex densities.