首页   按字顺浏览 期刊浏览 卷期浏览 On Non-Regular Estimation. I. Variance Bounds for Estimators of Location Parameters
On Non-Regular Estimation. I. Variance Bounds for Estimators of Location Parameters

 

作者: W.R. Blischke,   A.J. Truelove,   P.B. Mundle,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1969)
卷期: Volume 64, issue 327  

页码: 1056-1072

 

ISSN:0162-1459

 

年代: 1969

 

DOI:10.1080/01621459.1969.10501036

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Maximum likelihood and other BAN estimators have been shown to possess certain optimal asymptotic properties in estimating the parameters of probability distributions satisfying specific regularity conditions. The subject of non-regular estimation is concerned with problems in which these conditions do not hold. In many such problems, classical lower bounds on the variance of unbiased estimators, such as the Cramér-Rao bound, lead to the trivial resultV(t) ≧0, wheretis any unbiased estimator. A number of alternative bounds for application in the non-regular case have been derived. In this paper previous results of this type are reviewed and an additional bound is given. The specific applications of interest involve estimation of a location parameter. Applications of the bounds to the exponential, uniform and Pearson Type III distributions are investigated.

 

点击下载:  PDF (1514KB)



返 回