A General Concept of Unbiasedness

Cited in

(39)

A third-order optimum property of the maximum likelihood estimator
Unbiased estimation for a multivariate exponential whose components have a common shift
Statistical procedures for the market graph construction
Estimating moments of a selected Pareto population under asymmetric scale invariant loss function
On being Bayes and unbiasedness. Bayes and unbiasedness
Loss robustness via Fisher-weighted squared-error loss function
Estimation of scale parameter under entropy loss function
Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
A paradoxical argument about domination
On the equivariance criterion in statistical prediction
Admissible and minimax estimation of the parameter of the selected Pareto population under squared log error loss function
Estimation of the parameters of a selected multivariate population
Optimal rules and robust Bayes estimation of a gamma scale parameter
On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function
Amplitude and phase variation of point processes
On risk unbiased estimation after selection
A note on existence and construction of invariant loss functions
Karlin's corollary: a topological approach to pitman's measure
On unbiased Lehmann-estimators of a variance of an exponential distribution with quadratic loss function
On the estimation of standard deviation for a normal population
scientific article; zbMATH DE number 3564081 (Why is no real title available?)
Estimation of the parameter of the selected uniform population under the entropy loss function
Estimation of the parameter of a dynamically selected population for two subclasses of the exponential family
Estimation of the location parameter and the average worth of the selected subset of two parameter exponential populations under LINEX loss function
Fractional order statistic approximation for nonparametric conditional quantile inference
Admissible and minimax estimation of the parameters of the selected normal population in two-stage adaptive under reflected normal loss function
Estimating parameter of the selected uniform population under the generalized Stein loss function
Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population
Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix
Minimum Riemannian risk equivariant estimator for the univariate normal model
Estimation of the scale parameter of a selected gamma population with unequal shape parameters under stein loss function
On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
Asymptotic properties of conditional U -statistics using delta sequences
Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
Poisson distribution parameter estimation with constraints on the relative errors and d-risk
The equivariance criterion in a linear model for fixed-X cases
Minimax estimation of constrained parametric functions for discrete families of distributions
Saddlepoint approximations of the distribution of the person parameter in the two parameter logistic model
The concept of risk unbiasedness in statistical prediction

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