Target estimation is a computer intensive procedure introduced by Cabrera and Fernholz (Ann Stat 27(3):1080–1104;1999) that has proved to be effective in reducing the bias as well as the L 1 and L 2 errors of statistics in parametric settings.

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Target Estimation: A New Approach to Parametric Estimation

  • Luisa Turrin Fernholz

摘要

Target estimation is a computer intensive procedure introduced by Cabrera and Fernholz (Ann Stat 27(3):1080–1104;1999) that has proved to be effective in reducing the bias as well as the L 1 and L 2 errors of statistics in parametric settings.