Estimating a nonlinear function of a normal mean

We derive a Monte-Carlo-amenable, minimum variance unbiased estimator of a nonlinear function of a normal mean and the variance of the estimator. Applications to problems arising in the analysis of data measured with error are described. Copyright 2005, Oxford University Press.

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Year of publication:	2005
Authors:	Stefanski, Leonard A. ; Novick, Steven J. ; Devanarayan, Viswanath
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 92.2005, 3, p. 732-736
Publisher:	Biometrika Trust

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005447065