Optimal unbiased statistical estimating functions for Hilbert space valued parameters

DOI10.1016/0378-3758(90)90020-UzbMath0687.62027OpenAlexW2055102956MaRDI QIDQ1263186

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 parametersreal separable Hilbert spaceboundscore functionoptimality criterioncomplete orthonormal basisextended Cramér-Rao type inequalitynuisance Hilbert space valuedunbiased statistical estimating functionsUSEF

Mathematics Subject Classification ID

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

Related Items (1)

On estimating the mean function of a Gaussian process

Cites Work

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