On Non-Regular Estimation. I. Variance Bounds for Estimators of Location Parameters

@inproceedings{Blischke1969OnNE,
  title={On Non-Regular Estimation. I. Variance Bounds for Estimators of Location Parameters},
  author={Wallace R. Blischke and Alan J. Truelove and Peter Mundle},
  year={1969}
}
Abstract Maximum likelihood and other BAN estimators have been shown to possess certain optimal asymptotic properties in estimating the parameters of probability distributions satisfying specific regularity conditions. The subject of non-regular estimation is concerned with problems in which these conditions do not hold. In many such problems, classical lower bounds on the variance of unbiased estimators, such as the Cramer-Rao bound, lead to the trivial result V(t) ≧0, where t is any unbiased… CONTINUE READING

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