The problem of finding the minimizer of the rth-mean error, E(|X-c|r), r = 1,2, . . . , is revisited, via a unified approach. The approach is discussed for arbitrary r and is illustrated for r = 1 (mean absolute error), r = 2 (mean squared error), and r = 4. This approach is also discussed in the context of maximum likelihood estimation in a class of symmetric distributions which includes, among others, the Laplace and the normal distributions.
|Number of pages||10|
|Journal||Communications in Statistics - Theory and Methods|
|State||Published - 1999|
- Maximum Likelihood Estimation
ASJC Scopus subject areas
- Statistics and Probability