Nonparametric Estimation of Location
位置参数的非参数估计
A sequence of asymptotically normally distributed estimators of location is presented having the property that, for any ∈ > 0, all estimators in the sequence beyond an appropriate point have asymptotic variances within ∈ of the Cramér-Rao lower bound, uniformly for all symmetric distributions in a nonparametric family constrained only by regularity conditions. The simplest estimator in this sequence is the familiar trimmed mean. The next simplest estimator examined in some…