Location Estimators and Spread
Klaassen, Chris A. J.
Ann. Statist., Tome 12 (1984) no. 1, p. 311-321 / Harvested from Project Euclid
In the location estimation problem, translation equivariant estimators are considered. It is shown that under a mild regularity condition the distribution of such estimators is more spread out than a particular distribution which is defined in terms of the sample size and the density of the i.i.d. observations. Some consequences of this so-called spread-inequality are discussed, namely the Cramer-Rao inequality, an asymptotic minimax inequality and the efficiency of the maximum likelihood estimator in some nonregular cases.
Publié le : 1984-03-14
Classification:  Location estimator,  translation equivariance,  spread,  Cramer-Rao inequality,  maximum likelihood estimation in nonregular cases,  62F10,  62F11,  62F12
@article{1176346409,
     author = {Klaassen, Chris A. J.},
     title = {Location Estimators and Spread},
     journal = {Ann. Statist.},
     volume = {12},
     number = {1},
     year = {1984},
     pages = { 311-321},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346409}
}
Klaassen, Chris A. J. Location Estimators and Spread. Ann. Statist., Tome 12 (1984) no. 1, pp.  311-321. http://gdmltest.u-ga.fr/item/1176346409/