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Title: What does intrinsic mean in statistical estimation? (with discussion)
Author: García, Gloria
Oller i Sala, Josep Maria
Keywords: Teoria de l'estimació
Estimació d'un paràmetre
Estimation theory
Parameter estimation
Issue Date: 2006
Publisher: Institut d'Estadística de Catalunya
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.
Note: Reproducció del document publicat a:
It is part of: Sort (Statistics and Operations Research Transactions), 2006, vol. 30, p. 125-170
ISSN: 1696-2281
Appears in Collections:Articles publicats en revistes (Genètica, Microbiologia i Estadística)

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