Bias Reduction When There Is No Unbiased Estimate.

Abstract

Let phi be a parameter for which there is no unbiased estimator. This note shows that for an arbitrary sequence of estimators T superscript(k), if the bias of T superscript(k) tend to O then their variances must tend to infinity. Keywords: Bias reduction; Jackknife estimate of bias; Bootstrap estimate of bias.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1988
Accession Number
ADA189407

Entities

People

  • Hani Doss
  • Jayaram Sethuraman

Organizations

  • Florida State University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Classification
  • Estimators
  • Hilbert Space
  • Intervals
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  • Military Research
  • Polynomials
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Fields of Study

  • Mathematics

Readers

  • Statistical inference.