Some measures of robustness for unbiased estimators in one-parameter natural exponential families with quadratic variance function

DOI10.1016/J.JMAA.2007.10.012MaRDI QIDQ2474941zbMATH OpenOpenAlexFDO

Authors I. Barranco-Chamorro, J. L. Moreno-Rebollo

Publication date 6 March 2008

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2007.10.012

zbMATH Keywords

influence functionasymptotic varianceorthogonal polynomialsUMVUEconditional biasAMSCNEF-QVF

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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• Asymptotic properties of unbiased estimators in the natural exponential family with quadratic variance function
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• Influence measure in maximum likelihood estimate for models of lifetime data
• Lower bounds for the variance in certain nonregular distributions
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• Natural exponential families with quadratic variance functions
• Natural exponential families with quadratic variance functions: Statistical theory
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Cited in

(3)

• Unbiased estimation in the multivariate natural exponential family with simple quadratic variance function
• Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix
• Influence analysis in truncated distributions

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