Estimation of sums of random variables: examples and information bounds
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data confidentialitydisclosure riskefficient estimationempirical Bayesinfluence functioninformation boundnetworksnode degreespecies problem
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics (62P99)
Abstract: This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit relationship is established between efficient influence functions for the estimation of sums of variables and the estimation of their means. Certain ``plug-in estimators are proved to be asymptotically efficient in finite-dimensional models, while `` estimators of Robbins are proved to be efficient in infinite-dimensional mixture models. Examples include certain species, network and data confidentiality problems.
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