# Questions tagged [estimators]

A rule for calculating an estimate of a given quantity based on observed data [Wikipedia].

692 questions
Filter by
Sorted by
Tagged with
56 views

### Rao-Blackwell and unbiased estimators of zero

In Casella & Berger we are trying to prove that any estimator $\phi$ based on a complete sufficient statistic T is the unique best unbiased estimator of its expectation. However, in the preceding ...
27 views

### Bootstrapping and Estimators

I have a textbook that states something to the effect of: The mean of a bootstrap distribution is not an accurate approximation of of the mean of the sampling distribution. But, the spread of the ...
68 views

24 views

52 views

### Find Bayesian estimator for $e^{\theta}$

Given $\{Y_i\}_n\sim U(\theta-1,\theta+1)$ and prior distribution $\theta\sim U(a,b),1\leq a<b$ is the posterior distribution conjugate? Find the absolute error estimator for $e^{\theta}$ and ...
41 views

### Delta Method around zero is a N(0, 0)

I have this problem: $\sqrt N \hat{\theta} \sim N(0, V)$ where $E(\hat{\theta}) = \theta_{0} = 0$. I must find the asymthotic distribution of $\frac{N}{V}\hat{\theta}^{2}$ but if I use the Delta ...
64 views

### Is a constant ever inadmissible?

For now, assume square loss. Let's estimate some parameter $\theta$, such as $\theta = \mu$ in $N(\mu, 1)$. Is there ever a case where there is no such $c$ to make $\hat{\theta} = c$ an admissible ...
112 views

### Deriving the risk of the Hodges-Le Cam estimator under squared-error loss

In order to better understand the behaviour of the Hodges-Le Cam estimator, $\tilde{\theta}_n$, I am trying to derive an expression for the risk $R_n(\tilde{\theta}_n, \theta)$ under squared error ...
140 views

### SEM : WLSMV or WLS?

I am conducting a SEM in R using lavaan and I am a bit lost regarding which estimator I should use. I have a model like the following : The variables a,b,c,h are binary categorical and the rest are ...
15 views

### Why do I get different values for MCSE and SD while I have good estimates in a simulation?

I am a newbie to this concept so I am not sure what exactly is causing this: I am doing a simulation study: 300 samples each which the size of 13000 to compare two estimators for the mean of the ...
136 views

### Deriving the limiting distribution of the Hodges-Le Cam estimator in Bickel and Doksum (2015)

I am trying to better understand the Hodges-Le Cam estimator, and am having difficulty rendering explicit some of the asymptotic arguments in the derivation of the estimator's limiting distribution. I ...