A note on minimum variance
type: Item
instance of: scholarly article
title: A note on minimum variance
zbMATH Open document ID: 0588.62039
DOI: 10.1007/BF01894731
published in: Metrika
publication date: 1986-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/176034
review text: Minimizing \(\int \{{\hat \theta}(x)\}^ 2f(x)d\mu\) is discussed under the unbiasedness condition: \(\int {\hat \theta}(x)f_ i(x)d\mu =c_ i\quad (i=1,...,p)\) and the condition (A): \(f_ i(x)\quad (i=1,...,p)\) are linearly independent, \[ \int \{f_ i(x)\}^ 2/f(x)d\mu <\infty \quad (i=1,...,k;\quad k\leq p),\quad and \] \[ \int \{\sum^{p}_{i=1}a_ if_ i(x)\}^ 2/f(x)d\mu <\infty \quad implies\quad a_{k+1}=...=a_ p=0. \]
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 3945065
zbMATH Keywords: minimum variance unbiased estimation
zbMATH Keywords: locally best unbiased estimator
author: Kei Takeuchi
author: Masafumi Akahira
MaRDI profile type: Publication
cites work: Bhattacharyya bound of variances of unbiased estimators in nonregular cases
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cites work: Q5800101
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description: scientific article; zbMATH DE number 3945065