The price of bias reduction when there is no unbiased estimate (Q1118927)

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scientific article; zbMATH DE number 4096566
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The price of bias reduction when there is no unbiased estimate
scientific article; zbMATH DE number 4096566

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    The price of bias reduction when there is no unbiased estimate (English)
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    1989
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    Let \(\Phi\) be a parameter for which there is no unbiased estimator. This note shows that for an arbitrary sequence of estimators \(T^{(k)}\), if te biases of \(T^{(k)}\) tend to 0 then their variances must tend to \(\infty\).
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    bias reduction
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    jackknife estimate of bias
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    bootstrap estimate of bias
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