Unbiased variance estimators in the parametric case

DOI10.1007/S10958-013-1230-ZMaRDI QIDQ354853zbMATH OpenOpenAlexFDO

Authors Ya. P. Lumel'skii, Paul D. Feigin

Publication date 22 July 2013

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-013-1230-z

Mathematics Subject Classification ID

Sufficient statistics and fields (62B05) Point estimation (62F10)

Recommendations

• Minimum variance unbiased estimation for families of distributions involving two truncation parameters
• scientific article; zbMATH DE number 782705
• scientific article; zbMATH DE number 437494
• scientific article; zbMATH DE number 1327147
• UNBIASED ESTIMATION OF PARAMETRE FUNCTIONS IN SAMPLING FROM ONE- AND TWO-TRUNCATION PARAMETER FAMILIES

Cites work

• Concerning asymptotic normality of a class of unbiased estimators in the case of absolutely continuous distributions
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 782705 (Why is no real title available?)
• scientific article; zbMATH DE number 861480 (Why is no real title available?)
• scientific article; zbMATH DE number 3381668 (Why is no real title available?)
• scientific article; zbMATH DE number 3059267 (Why is no real title available?)
• Statistical Inference for Pr(Y < X): The Normal Case
• The Estimation of Variances After Using a Gaussianating Transformation
• Unbiased Estimates for Certain Binomial Sampling Problems with Applications
• Unbiased Estimation: Functions of Location and Scale Parameters
• Unbiased parametric estimate of probability distribution

Cited in

(9)

• The lower bound for the variance of unbiased estimators for one- directional family of distributions
• An almost unbiased estimator of the coefficient of variation
• Optimal variance estimation without estimating the mean function
• Unbiased estimation of the parameters for a certain class of stochastic processes
• scientific article; zbMATH DE number 1327147 (Why is no real title available?)
• scientific article; zbMATH DE number 782705 (Why is no real title available?)
• Interval estimation of probability \(P(X<Y)\) in case of one-parameter exponential families using unbiased estimates
• Unbiased risk estimation method for covariance estimation
• Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance

This page was built for publication: Unbiased variance estimators in the parametric case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q354853)