2 papers
math.ST2024
Generalized Estimation and Information
Paul Vos, Qiang Wu
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 refle…
math.ST2022
Generalized Estimators, Slope, Efficiency, and Fisher Information Bounds
Paul W. Vos
Point estimators may not exist, need not be unique, and their distributions are not parameter invariant. Generalized estimators provide distributions that are parameter invariant,…