On the structure of UMVUEs

DOI10.1007/S13171-015-0076-5zbMATH Open1381.62014arXiv1507.02769OpenAlexW3125317048MaRDI QIDQ288267FDOQ288267

Authors: Yaakov Malinovsky, Abram M. Kagan 

Publication date: 25 May 2016

Published in: Sankhyā. Series A (Search for Journal in Brave)

Abstract: In all setups when the structure of UMVUEs is known, there exists a subalgebra $calU$ (MVE-algebra) of the basic $sigma$-algebra such that all $calU$-measurable statistics with finite second moments are UMVUEs. It is shown that MVE-algebras are, in a sense, similar to the subalgebras generated by complete sufficient statistics. Examples are given when these subalgebras differ, in these cases a new statistical structure arises.

Full work available at URL: https://arxiv.org/abs/1507.02769

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zbMATH Keywords

sufficiencycategorical datacompletenessMVE-algebra

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Sufficiency and information (62B99)

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Cited In (5)

• ON THE STRUCTURE OF A MUSH
• Title not available (Why is that?)
• Purely sequential and two-stage bounded-length confidence interval estimation problems in Fisher's ``Nile example
• On fixed-accuracy and bounded accuracy confidence interval estimation problems in Fisher's ``Nile example
• The Structure of the UMVUEs from Categorical Data

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