Target estimation for bias and mean square error reduction

DOI10.1214/aos/1018031269zbMath0986.62013OpenAlexW1481133062MaRDI QIDQ1568312

Luisa Turrin Fernholz, Javier F. Cabrera

Publication date: 22 November 2000

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

Full work available at URL: https://doi.org/10.1214/aos/1018031269

zbMATH Keywords

biasmean square errorstatistical functionalsvon Mises expansionstarget estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Point estimation (62F10) Nonparametric inference (62G99)

Related Items (3)

Multivariate targeting with applications to ellipse estimation. ⋮ The ABC of simulation estimation with auxiliary statistics ⋮ Target estimation for the logistic regression model

Uses Software

• bootstrap

Cites Work

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• Von Mises calculus for statistical functionals
• Influence curves of general statistics
• Simulation methods for mean and median bias reduction in parametric estimation
• General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
• The Influence Curve and Its Role in Robust Estimation
• On Bias Reduction in Estimation
• Mises’ Theorem on the Asymptotic Behavior of Functionals of Empirical Distribution Functions and Its Statistical Applications
• On the Asymptotic Distribution of Differentiable Statistical Functions
• Robust Statistics

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