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删失数据中样本分位数估计相对核分位数估计的样本量亏损AI 解读

Consider a statistical procedure (Method A) which is based on $n$ observations and a less effective procedure (Method B) which requires a larger number $k_n$ of observations to give equal performance under a certain criterion. To compare two different procedures, Hodges and Lehmann suggested that the difference $k_n - n$, called the deficiency of Method B with respect to Method A, is the most natural quantity to examine. In this article, the performance of two kernel…

非同分布情形下L统计量的Berry–Esseen界及位置参数估计应用AI 解读

In this paper, two versions of the Berry-Esseen theorems are established for $L$-statistics in the non-identically distributed case. One theorem, which requires $E|X_i|^3 < \infty$, is an extension of the classical Berry-Esseen theorem. Another, proved under the condition $E|X_i|^\alpha < \infty$ for some $\alpha \in (0, 1\rbrack$, seems to be of more interest for statistical inference. Some applications are also discussed.