Asymptotic efficiency of minimum variance unbiased estimators

DOI10.1214/AOS/1176343849zbMATH Open0356.62030OpenAlexW2020618776MaRDI QIDQ1237479FDOQ1237479

Authors Stephen Portnoy 

Publication date 1977

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176343849

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Cited in

(14)

• Limit distributions of unbiased estimators in natural exponential families
• Linearity of Unbiased Linear Model Estimators
• Unbiased estimation in the multivariate natural exponential family with simple quadratic variance function
• Conditional limit laws for goodness-of-fit tests
• A comparison of estimators of the proportion nonconforming in univariate and multivariate normal samples
• Goodness-of-fit test with modified statistics chi-square
• Divisible statistics
• Temperature in and out of equilibrium: a review of concepts, tools and attempts
• Asymptotic normality of unbiased estimators in the case of an absolutely continuous multiparameter exponential family
• Complete order statistics in parametric models
• Some measures of robustness for unbiased estimators in one-parameter natural exponential families with quadratic variance function
• Applications of Sequentially Estimating the Mean in a Normal Distribution Having Equal Mean and Variance
• Chi-square goodness-of-fit test for one- and multidimensional discrete distributions
• Unbiased estimation for a multivariate exponential whose components have a common shift

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