An estimator of location for dependent data
相关数据的位置参数估计量
Asymptotic properties of an estimator of location, Jn, which is an asymptotically best linear unbiased estimator for the location parameter of the logistic distribution, are studied for dependent data. It is shown that Jn is asymptotically normally distributed for strongly-mixing dependent data. The asymptotic variance of Jn is obtained in general and computed for strictly stationary first-order Gaussian autoregressive processes. The performance of Jn for dependent data is…