Conditional Expectation and Unbiased Sequential Estimation

Cited in

(54)

Unbiased sequential estimation of 1/p: Settlement of a conjecture
Some problems of unbiased sequential binomial estimation
Decomposition of Lebesgue spaces
On a complete and sufficient statistic for the correlated Bernoulli random graph model
Design-unbiased statistical learning in survey sampling
Most powerful test sequences with early stopping options
Factor analysis for paired ranked data with application on parent-child value orientation preference data
On the axioms of sample formation and their bearing on the construction of linear estimators in sampling theory for finite inverses
Minimal sufficient statistics for the partially balanced incomplete block (PBIB) design with two associate classes under an Eisenhart model II
Adaptive cluster sampling
Completeness and unbiased estimation in sequential multinomial sampling
On the umvu estimators after using a normalizing transformation
Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs
A Note on Minimum Variance Unbiased Estimation
Sequentielle Minimalvarianz-Schätzungen in einem speziellen Markovprozeß
Limiting experiments and asymptotic bounds on the performance of sequence of estimators
Statistical query lower bounds for tensor PCA
Field-level inference of galaxy intrinsic alignment from the SDSS-III BOSS survey
Frequency coverage properties of a uniform shrinkage prior distribution
Conditional expectation of a Markov kernel given another with some applications in statistical inference and disease diagnosis
Robust particle filter formulations with application to terrain‐aided navigation
Comparison of Stopping Rules in Sequential Estimation of the Number of Classes in a Population
On some aspects of unbiased estimation of parameters in quasi-binomial distributions
On the Kuiper test for normality with mean and variance unknown
An Example of an Improvable Rao–Blackwell Improvement, Inefficient Maximum Likelihood Estimator, and Unbiased Generalized Bayes Estimator
Hilbert space methods in classical problems of mathematical statistics
Characterization of loss functions in statistical theory of estimation
Breaking the winner's curse in Mendelian randomization: rerandomized inverse variance weighted estimator
A Tutorial on the Practical Use and Implication of Complete Sufficient Statistics
C. Radhakrishna Rao: A Century in Statistical Science
Rao–Blackwellisation in the Markov Chain Monte Carlo Era
A study on the g and h control charts
Accurate assessment via process data
Weighting estimation under bipartite incidence graph sampling
Using MCMC chain outputs to efficiently estimate Bayes factors
Point estimation, confidence intervals, and P-values for optimal adaptive two-stage designs with normal endpoints
Conditional quasi-Monte Carlo with constrained active subspaces
Hawkes process modelling for chemical reaction networks in a random environment
Some puzzles appearing in statistical inference
A personal celebration of Dr. D. Basu with emphasis on examples-counterexamples-clarifications
On statistics which are almost sufficient from the viewpoint of the Fisher metrics
Random multitype spanning forests for synchronization on sparse graphs
USP: an independence test that improves on Pearson's chi-squared and the G-test
Practical sequential big data strategies for interval and point estimation problems involving complicated UMVUEs of parametric functions from an exponential family
Posterior representations for Bayesian context trees: sampling, estimation and convergence
Adaptive sampling without replacement of clusters
Leader selection for opinion optimization in social networks
Unifying different theories of conformal prediction
A brief review of the research work of C R Rao
On admissibility in post-hoc hypothesis testing
Estimating the false discovery rate of variable selection
Minimal sufficient statistics for the group divisible partially balanced incomplete block design (GD-PBIBD) with interaction under an Eisenhart model II
Completeness and unbiased estimation of mean vector in the multivariate group sequential case
Maximum likelihood estimators uniformly minimize distribution variance among distribution unbiased estimators in exponential families

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