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oaioai:open.bu.edu:2144/29423

On the non-existence of unbiased estimators in constrained estimation problems

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Publication date
1 January 2017
Publisher
Doi

    Abstract

    We address the problem of existence of unbiased constrained parameter estimators. We show that if the constrained set of parameters is compact and the hypothesized distributions are absolutely continuous with respect to one another, then there exists no unbiased estimator.Weaker conditions for the absence of unbiased constrained estimators are also specified. We provide several examples which demonstrate the utility of these conditions

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    Boston University Institutional Repository (OpenBU)

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    Last time updated on 09/07/2019

    This paper was published in Boston University Institutional Repository (OpenBU).

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