On the non-existence of unbiased estimators in constrained estimation problems

Anelia Somekh-Baruch; Amir Leshem; Venkatesh Saligrama

doi:10.1109/TIT.2017.2731845

On the non-existence of unbiased estimators in constrained estimation problems

Anelia Somekh-Baruch
, Amir Leshem
, Venkatesh Saligrama

Bar-Ilan University - The Alexander Kofkin Faculty of Engineering

Bar-Ilan University

Research output: Contribution to journal › Article › peer-review

Abstract

We address the problem of existence of unbiased constrained parameter estimators. We show that if the constrained set of parameters is compact and the hypothesized distributions are absolutely continuous with respect to one another, then there exists no unbiased estimator. Weaker conditions for the absence of unbiased constrained estimators are also specified. We provide several examples, which demonstrate the utility of these conditions.

Original language	English
Pages (from-to)	5549-5554
Number of pages	6
Journal	IEEE Transactions on Information Theory
Volume	64
Issue number	8
DOIs	https://doi.org/10.1109/TIT.2017.2731845
State	Published - Aug 2018

Keywords

Cramer-rao bound
constrained estimators
estimation theory
unbiased estimation

ASJC Scopus subject areas

Information Systems
Computer Science Applications
Library and Information Sciences

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10.1109/TIT.2017.2731845

Cite this

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abstract = "We address the problem of existence of unbiased constrained parameter estimators. We show that if the constrained set of parameters is compact and the hypothesized distributions are absolutely continuous with respect to one another, then there exists no unbiased estimator. Weaker conditions for the absence of unbiased constrained estimators are also specified. We provide several examples, which demonstrate the utility of these conditions.",

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On the non-existence of unbiased estimators in constrained estimation problems

Abstract

Keywords

ASJC Scopus subject areas

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