Point Estimation II

David J. Olive
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David J. Olive: Southern Illinois University, Department of Mathematics

Chapter Chapter 6 in Statistical Theory and Inference, 2014, pp 157-182 from Springer

Abstract: Abstract Unbiased estimators and mean squared error should be familiar to the reader. A UMVUE is an unbiased point estimator, and complete sufficient statistics are crucial for UMVUE theory. Want point estimators to have small bias and small variance. An estimator with bias that goes to 0 and variance that goes to the FCRLB as the sample size n goes to infinity will often outperform other estimators with bias that goes to zero.

Keywords: Uniformly Minimum Variance Unbiased Estimator (UMVUE); Complete Sufficient Statistic; Mean Square Error (MSE); Cramer-Rao Lower Bound (CRLB); Fisher Information (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/978-3-319-04972-4_6

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