Alternative Admissible Biased Estimators

In this work, a biased estimator obtained from an affine transformation of an unbiased estimator will be analyzed. In particular, the method proposed by Y. C. Eldar will be studied, and alternative approaches will be developed for the construction of biased estimators through transformations of unbi...

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Detalles Bibliográficos
Autores: Cernuschi Frias, Bruno, Gama, Fernando, Casaglia, Daniel
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2013
País:Argentina
Institución:Consejo Nacional de Investigaciones Científicas y Técnicas
Repositorio:CONICET Digital (CONICET)
Idioma:inglés
OAI Identifier:oai:ri.conicet.gov.ar:11336/3375
Acceso en línea:http://hdl.handle.net/11336/3375
Access Level:acceso abierto
Palabra clave:Biased Estimation
Dominant Estimators
Admissibility
https://purl.org/becyt/ford/2.2
https://purl.org/becyt/ford/2
Descripción
Sumario:In this work, a biased estimator obtained from an affine transformation of an unbiased estimator will be analyzed. In particular, the method proposed by Y. C. Eldar will be studied, and alternative approaches will be developed for the construction of biased estimators through transformations of unbiased ones. It is finally shown through simulations, that both estimators proposed in this work perform better than other estimators analyzed.