Let $\phi$ be a parameter for which there is no unbiased estimator. This note shows that for an arbitrary sequence of estimators $T^{(k)}$, if the biases of $T^{(k)}$ tend to 0 then their variances must tend to $\infty$.
Publié le : 1989-03-14
Classification:
Bias reduction,
jackknife estimate of bias,
bootstrap estimate of bias,
62F11,
62A99
@article{1176347028,
author = {Doss, Hani and Sethuraman, Jayaram},
title = {The Price of Bias Reduction when there is no Unbiased Estimate},
journal = {Ann. Statist.},
volume = {17},
number = {1},
year = {1989},
pages = { 440-442},
language = {en},
url = {http://dml.mathdoc.fr/item/1176347028}
}
Doss, Hani; Sethuraman, Jayaram. The Price of Bias Reduction when there is no Unbiased Estimate. Ann. Statist., Tome 17 (1989) no. 1, pp. 440-442. http://gdmltest.u-ga.fr/item/1176347028/