Optimal unbiased estimators via convex hulls
Statistics Theory
2019-09-09 v1 Statistics Theory
Abstract
Necessary and sufficient conditions for the square-integrability of recently proposed unbiased estimators are established. A geometric characterization of a distribution that optimizes the performance of these estimators is given. An algorithm based on convex hulls that finds the optimal distribution truncated to its first m terms in time linear in m is described. The algorithm exploits a connection with a recent randomized dimension reduction method and is illustrated via a numerical example.
Cite
@article{arxiv.1909.02876,
title = {Optimal unbiased estimators via convex hulls},
author = {Nabil Kahale},
journal= {arXiv preprint arXiv:1909.02876},
year = {2019}
}
Comments
17 pages