What does intrinsic mean in statistical estimation?
Garcia, Gloria (Universitat Pompeu Fabra)
Oller, Josep M. (Universitat de Barcelona)

Date:	2006
Abstract:	In this paper we review different meanings of the word intrinsic in statistical estimation, focusing our attention on the use of this word in the analysis of the properties of an estimator. We review the intrinsic versions of the bias and the mean square error and results analogous to the Cram´er-Rao inequality and Rao-Blackwell theorem. Different results related to the Bernoulli and normal distributions are also considered.
Rights:	Tots els drets reservats
Language:	Anglès
Form:	article ; publishedVersion
Subject:	Intrinsic bias ; Mean square Rao distance ; Information metric
Published in:	SORT : statistics and operations research transactions, Vol. 30, Núm. 2 (July-December 2006) , p. 125-170, ISSN 1696-2281

46 p, 452.1 KB  Accés restringit a la UAB

The record appears in these collections:
Articles > Published articles > SORT : Statistics and Operations Research Transactions