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Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach

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  • Peng Hanxiang
  • Schick Anton

Abstract

In this paper we construct efficient estimators of linear functionals of a bivariate distribution with equal marginals. The proposed estimator generalizes the construction of efficient estimators given by Bickel, Ritov and Wellner (1991) for the case of known, but not necessarily equal, marginals.

Suggested Citation

  • Peng Hanxiang & Schick Anton, 2004. "Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach," Statistics & Risk Modeling, De Gruyter, vol. 22(4), pages 301-318, April.
    • Handle: RePEc:bpj:strimo:v:22:y:2004:i:4/2004:p:301-318:n:4
    DOI: 10.1524/stnd.22.4.301.64311
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    References listed on IDEAS

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    1. Peng, Hanxiang & Schick, Anton, 2002. "On efficient estimation of linear functionals of a bivariate distribution with known marginals," Statistics & Probability Letters, Elsevier, vol. 59(1), pages 83-91, August.
    2. Peng, Hanxiang & Schick, Anton, 2005. "Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 385-409, August.
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