Lower bounds for the variance in certain nonregular distributions

DOI10.1016/S0167-7152(00)00084-5zbMath1091.62505OpenAlexW1995354648MaRDI QIDQ1590839

I. Barranco-Chamorro, Juan Luis Moreno-Rebollo, Fernando López-Blázquez

Publication date: 8 January 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00084-5

zbMATH Keywords

Orthogonal polynomialsUniform distributionVariance boundsNonregular distributions

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15)

Related Items (3)

Comparison of risks of estimators under the LINEX loss for a family of truncated distributions ⋮ Some measures of robustness for unbiased estimators in one-parameter natural exponential families with quadratic variance function ⋮ The Asymptotic Bound by the Kiefer-Type Information Inequality and Its Attainment

Cites Work

• On UMVU estimators and Bhattacharya bounds in exponential distributions
• Natural exponential families with quadratic variance functions: Statistical theory
• Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds
• Unbiased Estimation: Functions of Location and Scale Parameters
• A note on umvu estimation in the transformed chi-square family
• Estimation in uniform distributions using orthogonal polynomials
• The Construction of Uniformly Minimum Variance Unbiased Estimators for Exponential Distributions
• Minimum Variance Estimation Without Regularity Assumptions
• On Minimum Variance Estimators
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