What does intrinsic mean in statistical estimation? (invited article with discussion: Jacob Burbea, Joan del Castillo, Wilfrid S. Kendall and Steven Thomas Smith)
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How to Cite

Garcia, Gloria; and Oller, Josep M. “What does intrinsic mean in statistical estimation? (invited article with discussion: Jacob Burbea, Joan del Castillo, Wilfrid S. Kendall and Steven Thomas Smith)”. SORT-Statistics and Operations Research Transactions, vol.VOL 30, no. 2, pp. 125-70, https://raco.cat/index.php/SORT/article/view/73883.


Abstract

In this paper we review different meanings of the word intrinsic in statistical estimation, focusing our attention on the use of this word in the analysis of the properties of an estimator. We review the intrinsic versions of the bias and the mean square error and results analogous to the Cramer-Rao inequality and Rao-Blackwell theorem. Different results related to the Bernoulli and normal distributions are also considered.
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