COMPLETE ORDER-STATISTICS IN PARAMETRIC MODELS

Authors
Citation
L. Mattner, COMPLETE ORDER-STATISTICS IN PARAMETRIC MODELS, Annals of statistics, 24(3), 1996, pp. 1265-1282
Citations number
27
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00905364
Volume
24
Issue
3
Year of publication
1996
Pages
1265 - 1282
Database
ISI
SICI code
0090-5364(1996)24:3<1265:COIPM>2.0.ZU;2-9
Abstract
For a given statistical model P it may happen that the order statistic is complete for each IID model based on P. After reviewing known rele vant results for large nonparametric models and pointing out generaliz ations to small nonparametric models, we essentially prove that this h appens generically even in smooth parametric models. As a consequence it may be argued that any statistic depending symmetrically on the obs ervations can be regarded as an optimal unbiased estimator of its expe ctation. In particular, the sample mean (X) over bar(n) is generically an optimal unbiased estimator, but, as it turns out, also generically asymptotically inefficient.