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March, 1989 The Price of Bias Reduction when there is no Unbiased Estimate
Hani Doss, Jayaram Sethuraman
Ann. Statist. 17(1): 440-442 (March, 1989). DOI: 10.1214/aos/1176347028

Abstract

Let $\phi$ be a parameter for which there is no unbiased estimator. This note shows that for an arbitrary sequence of estimators $T^{(k)}$, if the biases of $T^{(k)}$ tend to 0 then their variances must tend to $\infty$.

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Hani Doss. Jayaram Sethuraman. "The Price of Bias Reduction when there is no Unbiased Estimate." Ann. Statist. 17 (1) 440 - 442, March, 1989. https://doi.org/10.1214/aos/1176347028

Information

Published: March, 1989
First available in Project Euclid: 12 April 2007

zbMATH: 0669.62010
MathSciNet: MR981462
Digital Object Identifier: 10.1214/aos/1176347028

Subjects:
Primary: 62F11
Secondary: 62A99

Rights: Copyright © 1989 Institute of Mathematical Statistics

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Vol.17 • No. 1 • March, 1989
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