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The lower bound for the variance of unbiased estimators for one-directional family of distributions

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In this paper we introduce the concept of one-directionality which includes both cases of location (and scale) parameter and selection parameter and also other cases, and establish some theorems for shapr lower bounds and for the existence of zero variance unbiased estimator for this class of non-regular distributions.

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Akahira, M., Takeuchi, K. The lower bound for the variance of unbiased estimators for one-directional family of distributions. Ann Inst Stat Math 39, 593–610 (1987). https://doi.org/10.1007/BF02491492

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  • DOI: https://doi.org/10.1007/BF02491492

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