An optimality criterion for vector unbiased statistical estimation functions

DOI10.1016/0378-3758(88)90021-3MaRDI QIDQ1115053zbMATH OpenOpenAlexFDO

Authors 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

nuisance parametersequivalenceoptimality criteriauniformly minimum risk criterionvector interesting parametervector unbiased statistical estimation functionsextension of the Cramér-Rao inequality

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 848872

Cites work

• scientific article; zbMATH DE number 3200227 (Why is no real title available?)
• Conditional likelihood and unconditional optimum estimating equations
• Estimating equations in the presence of a nuisance parameter
• Multiparametric estimating equations
• Unbiased statistical estimation functions for parameters in presence of nuisance parameters

Cited in

(6)

• Optimal unbiased statistical estimating functions for Hilbert space valued parameters
• Статистическая оценка множества существенных аргументов двоичной вектор-функции с искаженными значениями
• Optimal dimension and optimal auxiliary vector to construct calibration estimators of the distribution function
• Simultaneous equivariant estimation for location-scale models
• Equivalence of various optimality criteria for estimating functions
• Unbiased statistical estimation functions for parameters in presence of nuisance parameters

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