Optimal unbiased statistical estimating functions for Hilbert space valued parameters

DOI10.1016/0378-3758(90)90020-UMaRDI QIDQ1263186zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 1990

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(90)90020-u

zbMATH Keywords

parametersnuisance parametersscore functionboundoptimality criterionreal separable Hilbert spacecomplete orthonormal basisnuisance Hilbert space valuedunbiased statistical estimating functionsUSEFextended Cramér-Rao type inequality

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Foundations and philosophical topics in statistics (62A01)

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Cites work

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• A note on the super efficient estimator
• A sieve estimator for the mean of a Gaussian process
• An Optimum Property of Regular Maximum Likelihood Estimation
• An optimality criterion for vector unbiased statistical estimation functions
• Cramer-rao type bounds for abstract parameters with consequences to real parameters
• Multiparametric estimating equations
• Nonparametric inference for a family of counting processes
• The foundations of finite sample estimation in stochastic processes
• Unbiased statistical estimation functions for parameters in presence of nuisance parameters

Cited in

(5)

• An optimality criterion for vector unbiased statistical estimation functions
• On estimating the mean function of a Gaussian process
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