An optimality criterion for vector unbiased statistical estimation functions

DOI10.1016/0378-3758(88)90021-3zbMath0664.62018OpenAlexW2075650870MaRDI QIDQ1115053

B. Chandrasekar

Publication date: 1988

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(88)90021-3

zbMATH Keywords

equivalencenuisance parametersoptimality criteriaextension of the Cramér-Rao inequalityuniformly minimum risk criterionvector interesting parametervector unbiased statistical estimation functions

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01)

Related Items (3)

Simultaneous equivariant estimation for location-scale models ⋮ Optimal unbiased statistical estimating functions for Hilbert space valued parameters ⋮ Equivalence of various optimality criteria for estimating functions

Cites Work

• Unbiased statistical estimation functions for parameters in presence of nuisance parameters
• Multiparametric estimating equations
• Estimating equations in the presence of a nuisance parameter
• Conditional likelihood and unconditional optimum estimating equations
• Unnamed Item

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