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

equivalenceextension of the Cramér-Rao inequalitynuisance parametersoptimality criteriauniformly minimum risk criterionvector interesting parametervector unbiased statistical estimation functions

Mathematics Subject Classification ID

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

Review text

The author and \textit{B. K. Kale} [ibid. 9, 45-54 (1984; Zbl 0535.62030)] considered the problem of estimating a vector interesting parameter in the presence of nuisance parameters through vector unbiased statistical estimation functions (USEFs) and obtained an extension of the Cramér- Rao inequality. Based on this result, three optimality criteria were proposed and their equivalence was established. In this paper, motivated by the uniformly minimum risk criterion [see \textit{S. Zacks}, The theory of statistical inference. (1971), p. 102] for estimators, we propose a new optimality criterion for vector USEFs in the nuisance parameter case and show that it is equivalent to the three existing criteria.

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Cites work

• Conditional likelihood and unconditional optimum estimating equations
• Estimating equations in the presence of a nuisance parameter
• scientific article; zbMATH DE number 3200227 (Why is no real title available?)
• 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
• Simultaneous equivariant estimation for location-scale models
• Optimal dimension and optimal auxiliary vector to construct calibration estimators of the distribution function
• Статистическая оценка множества существенных аргументов двоичной вектор-функции с искаженными значениями
• Equivalence of various optimality criteria for estimating functions
• Unbiased statistical estimation functions for parameters in presence of nuisance parameters

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