Estimadores Sesgados Alternativos Admisibles (Alternative Admissible Biased Estimators)

Fernando Gama (fgama@fi.uba.ar)1, Daniel Casaglia (fgama@fi.uba.ar)1, Bruno Cernuschi Frías (fgama@fi.uba.ar)2


1Facultad de Ingeniería Universidad de Buenos Aires
2Instituto Argentino de Matemática, CONICET y Facultad de Ingeniería, Universidad de Buenos Aires

This paper appears in: Revista IEEE América Latina

Publication Date: Feb. 2013
Volume: 11,   Issue: 1 
ISSN: 1548-0992


Abstract:
In this work, a biased estimator obtained from an affine transformation of an unbiased estimator will be analyzed. In particular, the method proposed by Y. C. Eldar will be studied, and alternative approaches will be developed for the construction of biased estimators through transformations of unbiased ones. It is finally shown through simulations, that both estimators proposed in this work perform better than other estimators analyzed.

Index Terms:
Biased estimation, dominant estimators, admissibility, mean square error   


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