The price of bias reduction when there is no unbiased estimate (Q1118927)
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| Language | Label | Description | Also known as |
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| English | The price of bias reduction when there is no unbiased estimate |
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The price of bias reduction when there is no unbiased estimate (English)
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1989
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Let \(\Phi\) be a parameter for which there is no unbiased estimator. This note shows that for an arbitrary sequence of estimators \(T^{(k)}\), if te biases of \(T^{(k)}\) tend to 0 then their variances must tend to \(\infty\).
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bias reduction
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jackknife estimate of bias
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bootstrap estimate of bias
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