An optimality criterion for vector unbiased statistical estimation functions
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Publication:1115053
DOI10.1016/0378-3758(88)90021-3zbMath0664.62018MaRDI QIDQ1115053
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
equivalence; nuisance parameters; optimality criteria; extension of the Cramér-Rao inequality; uniformly minimum risk criterion; vector interesting parameter; vector unbiased statistical estimation functions
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Equivalence of various optimality criteria for estimating functions, Optimal unbiased statistical estimating functions for Hilbert space valued parameters, Simultaneous equivariant estimation for location-scale models
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