On Non-Regular Estimation. I. Variance Bounds for Estimators of Location Parameters
非正则估计(一):位置参数估计量的方差界
Maximum likelihood and other BAN estimators have been shown to possess certain optimal asymptotic properties in estimating the parameters of probability distributions satisfying specific regularity conditions. The subject of non-regular estimation is concerned with problems in which these conditions do not hold. In many such problems, classical lower bounds on the variance of unbiased estimators, such as the Cramér-Rao bound, lead to the trivial result V(t) ≧0, where t is…