A NOTE ON TUKEY POLYEFFICIENCY
成果类型:
Note
署名作者:
YATRACOS, YG
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
发表日期:
1991
页码:
702703
关键词:
摘要:
The efficiency of an estimate S(n) is usually computed at some underlying distribution. Because it is rare that a real situation can be represented by a single assumed model, Tukey proposed to compute instead the polyefficiency of S(n), that is the infimum of the efficiencies of S(n) at a reasonable collection of distributions called corners. It is shown that high polyefficiency over a finite number of corners, seen as possible distributions of the n dimensional sample, implies at least as high an efficiency at any convex combination of these corners.