Lower bounds for the variance in certain nonregular distributions

Using expansions based on orthogonal polynomials, we study the properties (such as attainability) of a system of lower bounds for the variance of any unbiased estimator in certain distributions whose range depends on an unknown parameter. We also study the bound of the first order, and compare it with the Chapman-Robbins-Kiefer bound.

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Year of publication:	2000
Authors:	Barranco-Chamorro, I. ; López-Blázquez, F. ; Moreno-Rebollo, J. L.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 50.2000, 1, p. 75-81
Publisher:	Elsevier
Keywords:	Orthogonal polynomials Variance bounds Uniform distribution Nonregular distributions

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

Persistent link: https://www.econbiz.de/10005254689