What does intrinsic mean in statistical estimation? (with discussion)
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...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2006 |
| País: | España |
| Institución: | Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya) |
| Repositorio: | Recercat. Dipósit de la Recerca de Catalunya |
| OAI Identifier: | oai:recercat.cat:2445/111230 |
| Acceso en línea: | https://hdl.handle.net/2445/111230 |
| Access Level: | acceso abierto |
| Palabra clave: | Teoria de l'estimació Estimació d'un paràmetre Estimation theory Parameter estimation |
| Sumario: | 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. |
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