EconPapers    
Economics at your fingertips  
 

Estimating a nonlinear function of a normal mean

Leonard A. Stefanski, Steven J. Novick and Viswanath Devanarayan

Biometrika, 2005, vol. 92, issue 3, 732-736

Abstract: We derive a Monte-Carlo-amenable, minimum variance unbiased estimator of a nonlinear function of a normal mean and the variance of the estimator. Applications to problems arising in the analysis of data measured with error are described. Copyright 2005, Oxford University Press.

Date: 2005
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1093/biomet/92.3.732 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:oup:biomet:v:92:y:2005:i:3:p:732-736

Ordering information: This journal article can be ordered from
https://academic.oup.com/journals

Access Statistics for this article

Biometrika is currently edited by Paul Fearnhead

More articles in Biometrika from Biometrika Trust Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Bibliographic data for series maintained by Oxford University Press ().

 
Page updated 2025-03-19
Handle: RePEc:oup:biomet:v:92:y:2005:i:3:p:732-736