A semi-parametric bootstrap-based best linear unbiased estimator of location under symmetry. Issue 9 (27th September 2022)

• Record Type: Journal Article
• Authors: Hutson, Alan D.
• Is Part Of: Communications in statistics. Volume 51:Issue 9(2022)
• Page Start: 5323
• Page End: 5332
• Publication Date: 2022-09-27
• Subjects: Bootstrap -- Mid-range -- Order statistics -- Robust estimator; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2020.1769131
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract: In this note we provide a novel semi-parametric best linear unbiased estimator (BLUE) of location and its corresponding variance estimator under the assumption the random variate is generated from a symmetric location-scale family of distributions. The approach follows in a two-stage fashion and is based on the exact bootstrap estimate of the covariance matrix of the order statistic. We generalize our approach to add a robustness component in order to derive a trimmed BLUE of location under a semi-parametric symmetry assumption.