6533b7ddfe1ef96bd12751d6
RESEARCH PRODUCT
Finite Sample Efficiency and Drawbacks: An Illustration
Andrew Musausubject
Mathematical optimizationEfficiencyStein's unbiased risk estimateEstimatorSample (statistics)Class (philosophy)U-statisticMathematicsdescription
Historically, finite-sample efficiency was the first notion of optimality introduced and it is still encountered in introductory statistics texts. The definition has several drawbacks however, one being that it is restricted to the class of unbiased estimators. An example is given to illustrate this.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2011-01-01 | SSRN Electronic Journal |