Abstract
Let β be a family of p-measures, and κ: β → ℝm a functional. To judge the performance of a randomized estimator K for the functional κ, we have to evaluate the concentration of its distribution, P*K, about κ(P). In the following sections we provide the conceptual framework for this task. In Section 7.2 we introduce the concept of a randomized estimator.
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© 1985 Springer-Verlag Berlin Heidelberg
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Pfanzagl, J. (1985). Evaluating the Performance of Estimators. In: Asymptotic Expansions for General Statistical Models. Lecture Notes in Statistics, vol 31. Springer, New York, NY. https://doi.org/10.1007/978-1-4615-6479-9_8
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DOI: https://doi.org/10.1007/978-1-4615-6479-9_8
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-96221-4
Online ISBN: 978-1-4615-6479-9
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