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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1981 Volume 108, Pages 22–44 (Mi znsl3433)

This article is cited in 4 papers

Fisher's method of scoring in the problem at estimating a frequency

G. K. Golubev


Abstract: The approach based on Fisher's method of scoring is applied to decision of frequency estimation problem. It is assumed that estimators are functions of finite number of linear functionals of observed process. In this case the method of scoring is used at first for finding consistent estimators and then for obtaining asymptotically efficient estimators.

UDC: 519.2


 English version:
Journal of Soviet Mathematics, 1984, 25:3, 1125–1139

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