The Geometry of Payoff Spaces

Marcel Hendrickx

Finance from EconWPA

Abstract: We show how payoff spaces can be used to study minimum-variance unbiased estimators and give a proof of Barankin's theorem for finite sample spaces and for samples of size one.

Keywords: payoff; space; unbiased; estimator; Barankin (search for similar items in EconPapers)
JEL-codes: C13 G12 (search for similar items in EconPapers)
Date: 2002-09-18
Note: Type of Document - PDF; prepared on Latex; to print on postscript; pages: 35 ; figures: included. 35 pages, pdf

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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpfi:0209006

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