Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2006

What does intrinsic mean in statistical estimation? (invited article with discussion: Jacob Burbea, Joan del Castillo, Wilfrid S. Kendall and Steven Thomas Smith)

  • Identification data

    Identifier: RP:2302
  • Authors:

    Oller, Josep M.
    Garcia, Gloria
  • Others:

    URV's Author/s: Oller, Josep M. Garcia, Gloria
    Abstract: 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 Cramer-Rao inequality and Rao-Blackwell theorem. Different results related to the Bernoulli and normal distributions are also considered.
    Journal publication year: 2006
    Publication Type: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article