Generalized Estimation and Information
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866929470912331776 |
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| author | Vos, Paul Wu, Qiang |
| author_facet | Vos, Paul Wu, Qiang |
| contents | This paper extends the idea of a generalized estimator for a scalar parameter (Vos, 2022) to multi-dimensional parameters both with and without nuisance parameters. The title reflects the fact that generalized estimators provide more than simply another method to find point estimators, and that the methods to assess generalized estimators differ from those for point estimators. By generalized estimation we mean the use of generalized estimators together with an extended definition of information to assess their inferential properties. We show that Fisher information provides an upper bound for the information utilized by an estimator and that the score attains this bound. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_07036 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Generalized Estimation and Information Vos, Paul Wu, Qiang Statistics Theory 62B11, 62F99, 62A99 This paper extends the idea of a generalized estimator for a scalar parameter (Vos, 2022) to multi-dimensional parameters both with and without nuisance parameters. The title reflects the fact that generalized estimators provide more than simply another method to find point estimators, and that the methods to assess generalized estimators differ from those for point estimators. By generalized estimation we mean the use of generalized estimators together with an extended definition of information to assess their inferential properties. We show that Fisher information provides an upper bound for the information utilized by an estimator and that the score attains this bound. |
| title | Generalized Estimation and Information |
| topic | Statistics Theory 62B11, 62F99, 62A99 |
| url | https://arxiv.org/abs/2407.07036 |