关于减少偏置的说明

IF 0.8 4区数学 Q2 MATHEMATICS

Comptes Rendus Mathematique Pub Date : 2020-10-02 DOI:10.5802/CRMATH.49

C. Withers, S. Nadarajah

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引用次数: 0

摘要

设´´是未知w∈r的无偏估计。给定一个函数t (w)，我们展示如何选择一个函数fn (w)，使得对于w∗=´´+ fn (w)， E t (w∗)= t (w)。对于给定的常数a，我们用t (w) = w a来说明这一点。对于a = 2和´正态，这导致卷积方程cr = cr⊗cr。收稿日期2019年1月10日，收稿日期2020年4月9日。

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A note on bias reduction

Let ŵ be an unbiased estimate of an unknown w ∈ R. Given a function t (w), we show how to choose a function fn (w) such that for w∗ = ŵ + fn (w), E t ( w∗ )= t (w). We illustrate this with t (w) = w a for a given constant a. For a = 2 and ŵ normal, this leads to the convolution equation cr = cr ⊗ cr . Manuscript received 10th January 2019, accepted 9th April 2020.

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来源期刊

Comptes Rendus Mathematique 数学-数学

CiteScore

1.30

自引率

0.00%

发文量

115

审稿时长

16.6 weeks

期刊介绍： The Comptes Rendus - Mathématique cover all fields of the discipline: Logic, Combinatorics, Number Theory, Group Theory, Mathematical Analysis, (Partial) Differential Equations, Geometry, Topology, Dynamical systems, Mathematical Physics, Mathematical Problems in Mechanics, Signal Theory, Mathematical Economics, … Articles are original notes that briefly describe an important discovery or result. The articles are written in French or English. The journal also publishes review papers, thematic issues and texts reflecting the activity of Académie des sciences in the field of Mathematics.