Lower bounds for the variance in certain nonregular distributions

I. Barranco-Chamorro, Fernando López-Blázquez and J. L. Moreno-Rebollo

Statistics & Probability Letters, 2000, vol. 50, issue 1, 75-81

Abstract: Using expansions based on orthogonal polynomials, we study the properties (such as attainability) of a system of lower bounds for the variance of any unbiased estimator in certain distributions whose range depends on an unknown parameter. We also study the bound of the first order, and compare it with the Chapman-Robbins-Kiefer bound.

Keywords: Orthogonal; polynomials; Variance; bounds; Uniform; distribution; Nonregular; distributions (search for similar items in EconPapers)
Date: 2000
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