Chebyshev systems and estimation theory for discrete distributions

In this paper we construct unbiased matrix estimators and estimators minimizing the bias for discrete distributions families, whose probabilities as functions of the parameter form a Chebyshev system.

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Year of publication:	2002
Authors:	Braverman, Mark ; Lumelskii, Yan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 58.2002, 2, p. 157-165
Publisher:	Elsevier
Keywords:	Chebyshev systems Discrete distributions Matrix estimating method Unbiased estimators Minimal bias

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319738