What does intrinsic mean in statistical estimation ? ∗

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… (More)

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