What does intrinsic mean in statistical estimation?

Gloria García; Josep M. Oller

SORT (2006)

  • Volume: 30, Issue: 2, page 125-146
  • ISSN: 1696-2281

Abstract

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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 Cramér-Rao inequality and Rao-Blackwell theorem. Different results related to the Bernoulli and normal distributions are also considered.

How to cite

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García, Gloria, and Oller, Josep M.. "What does intrinsic mean in statistical estimation?." SORT 30.2 (2006): 125-146. <http://eudml.org/doc/41623>.

@article{García2006,
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 Cramér-Rao inequality and Rao-Blackwell theorem. Different results related to the Bernoulli and normal distributions are also considered.},
author = {García, Gloria, Oller, Josep M.},
journal = {SORT},
keywords = {Inferencia paramétrica; Estimador puntual; Sesgo; intrinsic bias; mean square Rao distance; information metric},
language = {eng},
number = {2},
pages = {125-146},
title = {What does intrinsic mean in statistical estimation?},
url = {http://eudml.org/doc/41623},
volume = {30},
year = {2006},
}

TY - JOUR
AU - García, Gloria
AU - Oller, Josep M.
TI - What does intrinsic mean in statistical estimation?
JO - SORT
PY - 2006
VL - 30
IS - 2
SP - 125
EP - 146
AB - 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 Cramér-Rao inequality and Rao-Blackwell theorem. Different results related to the Bernoulli and normal distributions are also considered.
LA - eng
KW - Inferencia paramétrica; Estimador puntual; Sesgo; intrinsic bias; mean square Rao distance; information metric
UR - http://eudml.org/doc/41623
ER -

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