EFFICIENT ESTIMATION UNDER CONSTRAINTS

被引：0
|
作者：
HIPP, C
机构：
来源：
KYBERNETIKA | 1991年 / 27卷 / 02期
关键词：
D O I：
暂无
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
It is well known that in full families of probability measures, the empirical distribution is an efficient estimator for the unknown distribution. When the family is restricted by some finite dimensional linear constraint, then the minimum Pearson distance (MPD) estimator is efficient (Hipp (1988)). Here, for the case of a finite dimensional nonlinear constraint, four methods are given for the construction of efficient estimators. One of these is the MPD method. The simplest method is an approximation of the MPD estimator.
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页码：100 / 113
页数：14
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