scientific article; zbMATH DE number 1040038

MaRDI QIDQ4345860zbMATH OpenFDO

Authors Erich L. Lehmann

Publication date 28 July 1997

zbMATH Keywords

examplesexercisesglobal propertiesL-estimatorslarge sample theoryM-estimatorsminimum risk equivariant proceduresPitman estimatorsrisk-unbiasednessshrinkage estimatorsunbiased estimator

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Cited in

(11)

• The Bernstein-von Mises theorem under misspecification
• Local scale invariance and robustness of proper scoring rules
• Asymptotic inference with incomplete data
• Two-sample prediction for progressively type-II censored Weibull lifetimes
• On the estimation of the exponential distribution of parameters
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• Beyond simplified pair-copula constructions
• scientific article; zbMATH DE number 2104218 (Why is no real title available?)
• On the bias of the score function of finite mixture models
• An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach

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