It is well known that if the signal is linear or, more generally, affine in the parameters and the noise Gaussian, an efficient estimator does exist. This paper shows that under some conditions, this is the only case where an efficient estimator exists.
The problem investigated in this paper is under what condi- tions an efficient estimator exists, i.e., an unbiased estimator with a variance equal to the Cramér ...
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From [20] , if the observations are perturbed by additive Gaussian noise then an efficient estimator exists if and only if the signal is affine in the parameter ...
On the existence of efficient estimators - Semantic Scholar
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This paper shows that under some conditions, this is the only case where an efficient estimator exists and an unbiased estimator with a variance equal to ...
This chapter discusses the estimator theory. A variety of estimators may be found for every statistical characteristic.
Nov 1, 2018 · As far as I understand, efficiency comes into play after consistency. If we have a consistent estimator, then we are interested to know how ...
An efficient estimator is characterized by having the smallest possible variance, indicating that there is a small deviance between the estimated value and the ...
A sequence of estimators {bθn} that is AN is said to be asymptotically efficient or asymptotically optimal if and only if Vn(θ)=[In(θ)]−1. Estimating a function ...
This chapter introduces the concepts of Efficiency and Mean Square Error and shows how to use them to evaluate the performance of an estimator.
Jul 2, 2024 · no efficient estimator exists for g 1θ+1. I have shown that the MLE for θ is −∑ln(Xi)n and is Gamma distributed with variance nθ2.