scientific article; zbMATH DE number 1040038
From MaRDI portal
Publication:4345860
zbMath0870.62018MaRDI QIDQ4345860
Publication date: 28 July 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
L-estimatorsM-estimatorsexercisesexamplesshrinkage estimatorsunbiased estimatorlarge sample theoryglobal propertiesPitman estimatorsrisk-unbiasednessminimum risk equivariant procedures
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Related Items (8)
On the estimation of the exponential distribution of parameters ⋮ An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach ⋮ Local scale invariance and robustness of proper scoring rules ⋮ On the bias of the score function of finite mixture models ⋮ The Bernstein-von Mises theorem under misspecification ⋮ Beyond simplified pair-copula constructions ⋮ Two-sample prediction for progressively Type-II censored Weibull lifetimes ⋮ Asymptotic Inference with Incomplete Data
This page was built for publication:
