On the Asymptotic Efficiency of Strongly Asymptotically Median Unbiased Estimators

Abstract

It is shown that the problem of asymptotic efficiency (in the Wolfowitz-sense) admits a satisfactory solution for the class of strongly asymptotically median unbiased estimators. The concept of strongly asymptotic median unbiasedness furthermore links up the classical approach (concerning estimator-sequences whose distribution functions converge) with Pfanzagl's concept of median unbiasedness.