ADAPTIVE ESTIMATING EQUATIONS FOR A LOCATION PARAMETER CONSTRUCTED BY USING OBSERVATIONS WITH ADMIXTURE

摘要

A model of observations with admixture is considered. The distribution of the primary component of the model is symmetric and unknown, while the distribution of the admixture is known. Adaptive estimators are constructed for the median of the distribution of the primary component. The asymptotic variance of this estimator is close to the minimal asymptotic variance among all estimating equations estimators.