标题:What does intrinsic mean in statistical estimation? (invited article with discussion: Jacob Burbea, Joan del Castillo, Wilfrid S. Kendall and Steven Thomas Smith)
期刊名称:SORT-Statistics and Operations Research Transactions
印刷版ISSN:2013-8830
出版年度:2006
卷号:30
期号:2
页码:125-170
语种:English
出版社:SORT- Statistics and Operations Research Transactions
摘要: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.