Fisher's method of scoring in the problem at estimating a~frequency
Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part V, Tome 108 (1981), pp. 22-44
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The approach based on Fisher's method of scoring is applied to decision of frequency estimation problem. It is assumed that estimators are functions of finite number of linear functionals of observed process. In this case the method of scoring is used at first for finding consistent estimators and then for obtaining asymptotically efficient estimators.
@article{ZNSL_1981_108_a2,
author = {G. K. Golubev},
title = {Fisher's method of scoring in the problem at estimating a~frequency},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {22--44},
publisher = {mathdoc},
volume = {108},
year = {1981},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1981_108_a2/}
}
G. K. Golubev. Fisher's method of scoring in the problem at estimating a~frequency. Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part V, Tome 108 (1981), pp. 22-44. http://geodesic.mathdoc.fr/item/ZNSL_1981_108_a2/