Adaptive parameter estimation for generalized tukey's λ-family
Marie Hušková · Statistics · 1988
The aim of the present paper is to develop adapite R- and L-estimators, which are asymptotically efficient within the generalized TUKEY'S family of distributions and TUKEY'S family of distributions, respectively, In these situations, the optimal score generating functions are known up to nuisance parameters, Replacing these parameters by suitable estimators we obtain, after some steps the desired estimators, Some properties of the proposed estimators are derived