Locally minimum variance unbiased estimator in a discontinuous density function

DOI10.1007/BF02613124zbMath0608.62030OpenAlexW2020417993MaRDI QIDQ1085908

Kei Takeuchi, Masafumi Akahira

Publication date: 1987

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176089

zbMATH Keywords

variancesdiscontinuous densityExact expressionslocally minimum variance unbiased estimators

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items

Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes ⋮ A Note on Minimum Variance Unbiased Estimation

Cites Work

• A note on minimum variance
• Bhattacharyya bound of variances of unbiased estimators in nonregular cases
• The Order of the Minimum Variance in a Non-Regular Case
• Locally Best Unbiased Estimates
• Unbiased Estimates with Minimum Variance
• Minimum Variance Estimation Without Regularity Assumptions
• On Minimum Variance Estimators