Simulation testing of unbiasedness of variance estimators
March 1, 1993
In this article I address the evaluation of estimators of variance for parameter estimates. Given an unbiased estimator X of a parameter θ, and an estimator V of the variance of X, how does one test (via simulation) whether V is an unbiased estimator of the variance of X? The derivation of the test statistic illustrates the need for care in substituting consistent estimators for unknown parameters.
Citation Information
Publication Year | 1993 |
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Title | Simulation testing of unbiasedness of variance estimators |
DOI | 10.1080/00031305.1993.10475958 |
Authors | William A. Link |
Publication Type | Article |
Publication Subtype | Journal Article |
Series Title | American Statistician |
Index ID | 5223040 |
Record Source | USGS Publications Warehouse |
USGS Organization | Patuxent Wildlife Research Center |