Work

What does intrinsic mean in statistical estimation

Year: 2006

Type: article

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 Cram'er-Rao inequality and Rao-Blackwell theorem. Different results related to the Bernoulli and normal distributions are also considered.

Source: Dipòsit Digital de la Universitat de Barcelona (Universitat de Barcelona)

Authors: Gloria Huerta García, Josep M. Oller

Institution: Universitat Pompeu Fabra

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Generalitat de Catalunya

OpenAlex ID: W1498258408

FWCI: 0.296

Cites: 31

Cited by: 13

Related to: 10