Estimators for an exponential family of distributions based on indirect observations
Trudy Instituta matematiki, Tome 21 (2013) no. 2, pp. 54-62
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We introduce the notions of indirect estimator and its relative efficiency. In the case of the simplest exponential family of distributions we prove an analog to the Rao–Cramer inequality for the indirect estimators and show that the indirect estimator obtained by the method of moments is relatively efficient.
@article{TIMB_2013_21_2_a0,
author = {V. I. Bakhtin},
title = {Estimators for an exponential family of distributions based on indirect observations},
journal = {Trudy Instituta matematiki},
pages = {54--62},
publisher = {mathdoc},
volume = {21},
number = {2},
year = {2013},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TIMB_2013_21_2_a0/}
}
V. I. Bakhtin. Estimators for an exponential family of distributions based on indirect observations. Trudy Instituta matematiki, Tome 21 (2013) no. 2, pp. 54-62. http://geodesic.mathdoc.fr/item/TIMB_2013_21_2_a0/