DocumentCode :
1748709
Title :
Minimum variance unbiased estimation based on bootstrap iterations
Author :
Lee, Stephen M S
Author_Institution :
Dept. of Stat. & Actuarial Sci., Hong Kong Univ., China
fYear :
2001
fDate :
19-22 June 2001
Firstpage :
237
Abstract :
Practical computation of the minimum variance unbiased estimator (MVUE) is often a difficult, if not impossible, task, even though general statistical theory assures its existence under regularity conditions. We propose a new approach, based on infinitely many iterations of bootstrap bias correction, to calculating the MVUE approximately. A numerical example is given to illustrate the effectiveness of our new approach.
Keywords :
estimation theory; statistical analysis; MVUE; Monte Carlo method; bootstrap bias correction; bootstrap iterations; minimum variance unbiased estimation; regularity conditions; statistical theory; Computational modeling; Computer errors; Computer interfaces; Computer simulation; Councils; Information technology; Maximum likelihood estimation; Monte Carlo methods; Statistics;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Information Technology Interfaces, 2001. ITI 2001. Proceedings of the 23rd International Conference on
ISSN :
1330-1012
Print_ISBN :
953-96769-3-2
Type :
conf
DOI :
10.1109/ITI.2001.938024
Filename :
938024
Link To Document :
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