The Use of OLUMV Estimators in Inference Robustness Studies of the Location Parameter of a Class of Symmetric Distributions
用有序线性无偏最小方差估计量研究位置参数推断的稳健性
Coefficients for computing ordered linear unbiased minimum variance (OLUMV) estimators of the location and scale parameters have been obtained for selected members of a class of symmetric power distributions which includes the normal, double exponential, and as a limiting case, the rectangular. Two examples are given illustrating how these coefficients may be used to study the sensitivity of inferences concerning location parameters to departure from normality. The first…