On the Structure of UMVUEs

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1507.02769v1.pdf (524.34 KB)

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https://link.springer.com/article/10.1007/s13171-015-0076-5

Permanent Link

https://doi.org/10.1007/s13171-015-0076-5
 http://hdl.handle.net/11603/36928

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UMBC Mathematics and Statistics Department
UMBC Faculty Collection

Author/Creator

Author/Creator ORCID

https://orcid.org/0000-0003-2888-674X

Date

2015-08-06

Type of Work

journal articles
preprints
Text

Department

Program

Citation of Original Publication

Kagan, Abram M., and Yaakov Malinovsky. “On the Structure of UMVUEs.” Sankhya A 78, no. 1 (February 1, 2016): 124–32. https://doi.org/10.1007/s13171-015-0076-5.

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Subjects

62G05
Categorical data
Completeness
MVE-algebra
Primary 62B99; Secondary 62F10
Sufficiency

Abstract

In all setups when the structure of UMVUEs is known, there exists a subalgebra U (MVE-algebra) of the basic s-algebra such that all U-measurable statistics with finite second moments are UMVUEs. It is shown that MVE-algebras are, in a sense, similar to the subalgebras generated by complete sufficient statistics. Examples are given when these subalgebras differ, in these cases a new statistical structure arises.