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Informatika i Ee Primeneniya [Informatics and its Applications], 2008, Volume 2, Issue 2, Pages 67–75
(Mi ia100)
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This article is cited in 1 scientific paper (total in 1 paper)
Stochastic expansions of unbiased estimators for the case of one-parameter exponential family
V. V. Chichagov Perm State University
Abstract:
Asymptotic and stochastic expansions are obtained for all unbiased estimators which can be constructed from a repeated sample of independent identically distributed random variables having one and the same distribution from a one-parameter exponential family. A comparison is conducted of expansions of unbiased estimators with those of maximum likelihood estimators. A stochastic expansion is obtained for an unbiased estimator of the variance of an unbiased estimator.
Keywords:
unbiased estimator; exponential family; stochastic expansion; unbiased estimator of variance.
Citation:
V. V. Chichagov, “Stochastic expansions of unbiased estimators for the case of one-parameter exponential family”, Inform. Primen., 2:2 (2008), 67–75
Linking options:
https://www.mathnet.ru/eng/ia100 https://www.mathnet.ru/eng/ia/v2/i2/p67
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Abstract page: | 222 | Full-text PDF : | 80 | References: | 32 | First page: | 1 |
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